+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% | +2.3% |
| 7D | +7.1% | -24.6% | +31.7% | +12.4% |
| 30D | +5.1% | -36.1% | +41.2% | +14.1% |
| 3M | -10.6% | -37.3% | +26.7% | -3.6% |
| 6M | -18.9% | -40.5% | +21.7% | -11.7% |
| YTD | -2.8% | -47.7% | +44.9% | +7.3% |
| 1Y | -3.0% | -58.4% | +55.4% | +11.7% |
| 3Y | -40.2% | -40.7% | +0.4% | -41.0% |
| 5Y | -34.1% | -80.0% | +45.9% | -21.2% |
| 10Y | -8.9% | -84.4% | +75.5% | -1.1% |
| All | +536.2% | -63.1% | +599.2% | +438.6% |
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