-45.3%
SWKS vs PSKY
-78.6%
+33.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.6% | +1.7% |
| 7D | +4.4% | -24.6% | +29.0% | +9.4% |
| 30D | +0.6% | -36.1% | +36.7% | +8.7% |
| 3M | +10.8% | -34.6% | +45.4% | +19.0% |
| 6M | +37.0% | -40.5% | +77.5% | +49.4% |
| YTD | +28.3% | -47.7% | +76.0% | +42.0% |
| 1Y | +10.5% | -58.4% | +68.8% | +26.9% |
| 3Y | -8.3% | -40.7% | +32.3% | -9.0% |
| All | -45.3% | -78.6% | +33.3% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling