+5.1%
SPGI vs PSKY
-70.7%
+75.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | -2.5% | +2.4% | -4.8% | -2.7% |
| 30D | +5.4% | +17.5% | -12.1% | +3.8% |
| 3M | +9.0% | +4.4% | +4.6% | +8.5% |
| 6M | +0.8% | -9.0% | +9.8% | +1.3% |
| YTD | -12.6% | -18.6% | +6.0% | -11.5% |
| 1Y | -16.1% | -27.7% | +11.6% | -14.6% |
| 3Y | +19.0% | -16.9% | +35.8% | +15.2% |
| 5Y | +5.1% | -70.3% | +75.3% | +11.0% |
| All | +5.1% | -70.7% | +75.7% | +11.0% |
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