+2.6%
SPGI vs PSKY
-78.3%
+80.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.8% | +6.0% | +1.5% |
| 7D | +5.4% | -24.6% | +29.9% | +7.4% |
| 30D | +2.7% | -36.1% | +38.8% | +6.0% |
| 3M | +8.6% | -37.1% | +45.7% | +11.6% |
| 6M | +4.4% | -40.5% | +45.0% | +7.8% |
| YTD | -12.5% | -47.7% | +35.2% | -9.0% |
| 1Y | -2.9% | -58.4% | +55.4% | +2.9% |
| 3Y | +26.6% | -40.7% | +67.3% | +23.9% |
| All | +2.6% | -78.3% | +80.9% | +12.1% |
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