+889.6%
TEAM vs PSKY
-82.5%
+972.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.8% | +0.5% | -2.9% |
| 7D | +0.5% | -24.6% | +25.1% | +7.7% |
| 30D | +7.8% | -36.1% | +43.9% | +20.9% |
| 3M | +17.9% | -39.9% | +57.8% | +39.0% |
| 6M | +17.9% | -39.9% | +57.8% | +39.0% |
| YTD | +17.9% | -39.9% | +57.8% | +39.0% |
| 1Y | +17.9% | -39.9% | +57.8% | +39.0% |
| 3Y | +5.9% | -40.7% | +46.6% | +24.5% |
| 5Y | -49.3% | -80.0% | +30.7% | -30.8% |
| 10Y | +631.2% | -84.4% | +715.7% | +890.9% |
| All | +889.6% | -82.5% | +972.1% | +1,036.9% |
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