+234.1%
TER vs PSKY
-30.5%
+264.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.4% | +8.5% | +2.6% |
| 7D | +12.4% | -6.8% | +19.2% | +11.6% |
| 30D | +5.1% | +10.2% | -5.1% | +6.2% |
| 3M | +4.0% | +0.3% | +3.7% | +4.5% |
| 6M | +29.5% | -7.8% | +37.3% | +28.5% |
| YTD | +98.5% | -23.0% | +121.4% | +96.4% |
| 1Y | +234.1% | -31.6% | +265.7% | +235.6% |
| All | +234.1% | -30.5% | +264.6% | +235.6% |
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