+262.0%
TER vs PSKY
-12.3%
+274.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +5.6% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -8.3% | +24.0% | -32.2% | -9.4% |
| 3M | -12.2% | +2.2% | -14.4% | -12.3% |
| 6M | +17.1% | -9.0% | +26.0% | +17.4% |
| YTD | +84.7% | -18.1% | +102.8% | +86.9% |
| 1Y | +199.9% | -25.1% | +225.0% | +203.2% |
| All | +262.0% | -12.3% | +274.3% | +241.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling