+1,165.8%
SPGI vs PSKY
-42.2%
+1,208.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.1% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +8.4% | +24.0% | -15.6% | +2.2% |
| 3M | +11.8% | +2.2% | +9.7% | +10.7% |
| 6M | +5.7% | -9.0% | +14.7% | +7.1% |
| YTD | -9.7% | -18.1% | +8.5% | -6.7% |
| 1Y | -12.5% | -25.1% | +12.6% | -9.2% |
| 3Y | +21.8% | -16.3% | +38.2% | +10.4% |
| 5Y | +8.2% | -70.4% | +78.5% | +25.4% |
| 10Y | +309.5% | -74.2% | +383.7% | +298.7% |
| All | +1,165.8% | -42.2% | +1,208.0% | +558.3% |
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