+13.0%
TEVA vs PSKY
-43.6%
+56.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.6% |
| 7D | +2.0% | -2.4% | +4.4% | +2.4% |
| 30D | +1.0% | +11.6% | -10.6% | -1.2% |
| 3M | +7.3% | +1.5% | +5.8% | +6.7% |
| 6M | +21.7% | +7.7% | +14.0% | +18.9% |
| YTD | +18.8% | -20.1% | +38.9% | +21.9% |
| 1Y | +86.5% | -38.3% | +124.8% | +99.5% |
| 3Y | +269.4% | -17.7% | +287.2% | +250.5% |
| 5Y | +303.6% | -69.9% | +373.5% | +354.9% |
| 10Y | -22.9% | -74.7% | +51.8% | -20.2% |
| All | +13.0% | -43.6% | +56.6% | +7.9% |
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