+470.9%
T vs PSKY
-42.2%
+513.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.6% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | +11.4% | +24.0% | -12.6% | +6.9% |
| 3M | +14.3% | +2.2% | +12.1% | +13.5% |
| 6M | -9.3% | -9.0% | -0.3% | -8.5% |
| YTD | +7.1% | -18.1% | +25.2% | +9.4% |
| 1Y | -9.1% | -25.1% | +16.0% | -6.7% |
| 3Y | +105.3% | -16.3% | +121.7% | +93.0% |
| 5Y | +66.8% | -70.4% | +137.2% | +87.0% |
| 10Y | +66.8% | -74.2% | +141.0% | +70.4% |
| All | +470.9% | -42.2% | +513.1% | +355.2% |
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