+1,601.1%
SWKS vs PSKY
-42.2%
+1,643.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.2% | +4.0% |
| 7D | +12.5% | -0.2% | +12.7% | +12.6% |
| 30D | +10.5% | +24.0% | -13.5% | +3.5% |
| 3M | -7.4% | +2.2% | -9.6% | -8.3% |
| 6M | +32.7% | -9.0% | +41.6% | +34.2% |
| YTD | +19.2% | -18.1% | +37.3% | +23.1% |
| 1Y | +2.4% | -25.1% | +27.5% | +6.5% |
| 3Y | -25.6% | -16.3% | -9.3% | -32.6% |
| 5Y | -53.4% | -70.4% | +16.9% | -44.1% |
| 10Y | +23.2% | -74.2% | +97.3% | +26.6% |
| All | +1,601.1% | -42.2% | +1,643.4% | +1,245.6% |
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