+148.6%
TE vs PSKY
-26.0%
+174.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +1.3% |
| 7D | -4.0% | -0.2% | -3.8% | -4.0% |
| 30D | -15.9% | +24.0% | -39.9% | -15.8% |
| 3M | -60.5% | +2.2% | -62.7% | -60.9% |
| 6M | -35.2% | -9.0% | -26.2% | -36.1% |
| YTD | -31.1% | -18.1% | -13.0% | -29.8% |
| 1Y | +148.6% | -25.1% | +173.8% | +162.8% |
| All | +148.6% | -26.0% | +174.7% | +162.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling