+623.4%
SYK vs PSKY
-44.8%
+668.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.5% | -2.3% |
| 7D | -12.3% | -6.0% | -6.4% | -11.3% |
| 30D | -22.4% | +10.7% | -33.1% | -24.0% |
| 3M | -12.3% | +1.2% | -13.5% | -12.8% |
| 6M | -24.3% | +1.5% | -25.8% | -25.3% |
| YTD | -22.8% | -21.8% | -1.0% | -20.5% |
| 1Y | -28.8% | -30.2% | +1.4% | -26.0% |
| 3Y | -4.0% | -20.1% | +16.1% | -9.8% |
| 5Y | +3.8% | -70.5% | +74.4% | +16.4% |
| 10Y | +172.8% | -75.2% | +248.1% | +170.9% |
| All | +623.4% | -44.8% | +668.2% | +438.8% |
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 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