+5.0%
SYK vs PSKY
-70.7%
+75.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.5% | -2.1% |
| 7D | -12.3% | -6.0% | -6.4% | -11.9% |
| 30D | -22.4% | +10.7% | -33.1% | -23.1% |
| 3M | -12.3% | +1.2% | -13.5% | -12.5% |
| 6M | -24.3% | +1.5% | -25.8% | -24.7% |
| YTD | -22.8% | -21.8% | -1.0% | -21.7% |
| 1Y | -28.8% | -30.2% | +1.4% | -27.4% |
| 3Y | -4.0% | -20.1% | +16.1% | -6.6% |
| All | +5.0% | -70.7% | +75.8% | +18.8% |
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