+124.3%
TDG vs PSKY
-70.1%
+194.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.9% |
| 7D | -1.9% | -2.4% | +0.5% | -1.6% |
| 30D | -7.7% | +11.6% | -19.3% | -8.9% |
| 3M | -9.3% | +1.5% | -10.9% | -9.6% |
| 6M | -9.4% | +7.7% | -17.1% | -10.6% |
| YTD | -14.3% | -20.1% | +5.9% | -12.7% |
| 1Y | -11.8% | -38.3% | +26.5% | -7.9% |
| 3Y | +52.0% | -17.7% | +69.7% | +46.3% |
| All | +124.3% | -70.1% | +194.4% | +150.2% |
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 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