+518.5%
SPCX vs PSKY
-30.9%
+549.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.1% | -12.9% |
| 7D | -10.2% | -24.6% | +14.4% | -62.1% |
| 30D | -1.4% | -36.1% | +34.7% | -72.8% |
| 3M | +469.8% | -54.8% | +524.5% | +123.3% |
| 6M | +469.8% | -54.8% | +524.5% | +123.3% |
| YTD | +469.8% | -54.8% | +524.5% | +123.3% |
| 1Y | +464.2% | -58.4% | +522.5% | +121.1% |
| All | +518.5% | -30.9% | +549.4% | +142.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling