+2,416.7%
TER vs PSKY
-42.2%
+2,459.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +6.0% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | -8.3% | +24.0% | -32.2% | -14.9% |
| 3M | -12.2% | +2.2% | -14.4% | -13.6% |
| 6M | +17.1% | -9.0% | +26.0% | +18.2% |
| YTD | +84.7% | -18.1% | +102.8% | +89.6% |
| 1Y | +199.9% | -25.1% | +225.0% | +208.4% |
| 3Y | +232.8% | -16.3% | +249.1% | +189.5% |
| 5Y | +198.6% | -70.4% | +268.9% | +261.9% |
| 10Y | +1,669.7% | -74.2% | +1,743.9% | +1,656.8% |
| All | +2,416.7% | -42.2% | +2,459.0% | +1,210.2% |
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