+284.9%
SU vs PSKY
-44.8%
+329.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.6% |
| 7D | +1.7% | -6.0% | +7.6% | +3.5% |
| 30D | +9.6% | +10.7% | -1.0% | +5.9% |
| 3M | +11.7% | +1.2% | +10.6% | +10.4% |
| 6M | +21.9% | +1.5% | +20.4% | +18.9% |
| YTD | +58.6% | -21.8% | +80.4% | +65.4% |
| 1Y | +66.5% | -30.2% | +96.7% | +75.9% |
| 3Y | +121.4% | -20.1% | +141.5% | +97.5% |
| 5Y | +355.7% | -70.5% | +426.2% | +433.7% |
| 10Y | +264.2% | -75.2% | +339.4% | +268.6% |
| All | +284.9% | -44.8% | +329.7% | +77.5% |
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