+427.0%
T vs PSKY
-63.1%
+490.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.6% | +0.6% |
| 7D | +5.7% | -24.6% | +30.2% | +10.5% |
| 30D | -10.6% | -36.1% | +25.6% | -3.5% |
| 3M | -4.5% | -37.1% | +32.6% | +2.3% |
| 6M | -9.0% | -40.5% | +31.5% | -1.6% |
| YTD | -1.1% | -47.7% | +46.5% | +8.3% |
| 1Y | -6.3% | -58.4% | +52.1% | +6.6% |
| 3Y | +89.1% | -40.7% | +129.8% | +86.6% |
| 5Y | +61.0% | -80.0% | +141.0% | +91.2% |
| 10Y | +58.2% | -84.4% | +142.6% | +75.9% |
| All | +427.0% | -63.1% | +490.1% | +350.5% |
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