+536.2%
STZ vs PSKY
-63.1%
+599.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.8% | +6.2% | +2.4% |
| 7D | +7.1% | -24.6% | +31.7% | +12.9% |
| 30D | +5.1% | -36.1% | +41.2% | +15.0% |
| 3M | -3.5% | -84.9% | +81.4% | +17.0% |
| 6M | -3.5% | -84.9% | +81.4% | +17.0% |
| YTD | -3.5% | -84.9% | +81.4% | +17.0% |
| 1Y | -3.5% | -84.9% | +81.4% | +17.0% |
| 3Y | -3.5% | -84.9% | +81.4% | +17.0% |
| 5Y | -3.5% | -84.9% | +81.4% | +17.0% |
| 10Y | -8.9% | -84.4% | +75.5% | +9.3% |
| All | +536.2% | -63.1% | +599.2% | +495.2% |
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