+4.8%
STZ vs PSKY
-53.4%
+58.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.8% | +6.2% | +1.9% |
| 7D | +7.1% | -24.6% | +31.7% | +9.8% |
| 30D | +5.1% | -36.1% | +41.2% | +9.9% |
| 3M | -11.6% | -34.6% | +22.9% | -7.7% |
| 6M | -18.9% | -40.5% | +21.7% | -14.9% |
| YTD | -2.8% | -47.7% | +44.9% | +3.3% |
| All | +4.8% | -53.4% | +58.2% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling