+140.2%
STLD vs PSKY
-13.9%
+154.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.5% |
| 7D | +3.1% | -0.2% | +3.3% | +3.2% |
| 30D | -9.0% | +24.0% | -33.0% | -10.1% |
| 3M | -12.4% | +2.2% | -14.5% | -12.5% |
| 6M | +25.5% | -9.0% | +34.5% | +25.8% |
| YTD | +43.6% | -18.1% | +61.8% | +44.6% |
| 1Y | +87.2% | -25.1% | +112.3% | +88.0% |
| All | +140.2% | -13.9% | +154.1% | +130.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling