+417.8%
TGT vs PSKY
-42.6%
+460.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -0.6% | +2.4% | -3.0% | -1.2% |
| 30D | +9.5% | +17.5% | -8.0% | +5.5% |
| 3M | +32.3% | +4.4% | +27.8% | +30.5% |
| 6M | +37.0% | -9.0% | +46.0% | +38.3% |
| YTD | +71.0% | -18.6% | +89.6% | +75.1% |
| 1Y | +85.0% | -27.7% | +112.7% | +91.9% |
| 3Y | +46.8% | -16.9% | +63.7% | +36.5% |
| 5Y | -22.7% | -70.3% | +47.5% | -11.4% |
| 10Y | +216.3% | -74.9% | +291.2% | +226.5% |
| All | +417.8% | -42.6% | +460.3% | +274.5% |
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