+639.8%
SRE vs PSKY
-44.8%
+684.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | -0.7% | -6.0% | +5.3% | +0.4% |
| 30D | -1.7% | +10.7% | -12.4% | -3.6% |
| 3M | -7.1% | +1.2% | -8.2% | -7.6% |
| 6M | -8.4% | +1.5% | -9.9% | -9.5% |
| YTD | -3.5% | -21.8% | +18.3% | -1.0% |
| 1Y | +5.4% | -30.2% | +35.6% | +9.3% |
| 3Y | +29.5% | -20.1% | +49.6% | +23.6% |
| 5Y | +48.3% | -70.5% | +118.8% | +64.0% |
| 10Y | +123.5% | -75.2% | +198.7% | +122.5% |
| All | +639.8% | -44.8% | +684.6% | +452.7% |
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