+31.1%
SOLS vs PSKY
-38.8%
+69.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.4% | -2.2% |
| 7D | +3.7% | -6.8% | +10.6% | +3.3% |
| 30D | +5.0% | +10.2% | -5.2% | +5.7% |
| 3M | -21.1% | +0.3% | -21.4% | -21.0% |
| 6M | -14.2% | -7.8% | -6.4% | -14.4% |
| YTD | +30.6% | -23.0% | +53.6% | +28.2% |
| All | +31.1% | -38.8% | +69.9% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PSKY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling