+12,759.1%
TDG vs PSKY
-32.6%
+12,791.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | -0.4% |
| 7D | -2.4% | -6.8% | +4.4% | -0.8% |
| 30D | -8.0% | +10.2% | -18.2% | -10.3% |
| 3M | -10.5% | +0.3% | -10.7% | -10.9% |
| 6M | -11.9% | -7.8% | -4.2% | -11.2% |
| YTD | -15.4% | -23.0% | +7.6% | -11.7% |
| 1Y | -14.2% | -31.6% | +17.4% | -9.3% |
| 3Y | +51.0% | -21.3% | +72.4% | +40.9% |
| 5Y | +126.5% | -71.5% | +197.9% | +164.2% |
| 10Y | +535.6% | -75.6% | +611.2% | +552.8% |
| All | +12,759.1% | -32.6% | +12,791.8% | +9,696.1% |
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