+102.0%
SPG vs PSKY
-71.8%
+173.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.4% | +1.9% | -2.8% |
| 7D | -2.7% | -6.8% | +4.1% | -1.8% |
| 30D | -7.3% | +10.2% | -17.5% | -8.5% |
| 3M | -3.5% | +0.3% | -3.8% | -3.7% |
| 6M | +8.5% | -7.8% | +16.2% | +9.0% |
| YTD | +13.0% | -23.0% | +36.0% | +15.9% |
| 1Y | +18.0% | -31.6% | +49.7% | +22.3% |
| 3Y | +104.5% | -21.3% | +125.8% | +97.7% |
| 5Y | +102.0% | -71.5% | +173.5% | +143.9% |
| All | +102.0% | -71.8% | +173.9% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling