-53.2%
TE vs PSKY
-68.6%
+15.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +1.6% |
| 7D | -4.0% | -0.2% | -3.8% | -3.9% |
| 30D | -15.9% | +24.0% | -39.9% | -19.4% |
| 3M | -60.5% | +2.2% | -62.7% | -60.7% |
| 6M | -35.2% | -9.0% | -26.2% | -34.5% |
| YTD | -31.1% | -18.1% | -13.0% | -29.8% |
| 1Y | +148.6% | -25.1% | +173.8% | +155.3% |
| 3Y | -26.4% | -16.3% | -10.1% | -28.9% |
| 5Y | -48.0% | -70.4% | +22.3% | -44.6% |
| All | -53.2% | -68.6% | +15.4% | -51.7% |
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