-100.0%
SPXU vs PSKY
+99.4%
-199.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.4% | +6.8% | -1.5% |
| 7D | +1.3% | -6.8% | +8.1% | -2.4% |
| 30D | +5.1% | +10.2% | -5.1% | +11.2% |
| 3M | -9.1% | +0.3% | -9.4% | -8.1% |
| 6M | -29.6% | -7.8% | -21.8% | -30.9% |
| YTD | -27.7% | -23.0% | -4.7% | -35.3% |
| 1Y | -37.0% | -31.6% | -5.3% | -46.1% |
| 3Y | -80.2% | -21.3% | -58.8% | -79.4% |
| 5Y | -86.0% | -71.5% | -14.6% | -90.7% |
| 10Y | -99.5% | -75.6% | -23.9% | -99.5% |
| All | -100.0% | +99.4% | -199.4% | -99.9% |
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 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