-5.9%
TLT vs PSKY
-31.0%
+25.2%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.7% | -1.2% |
| 7D | -1.6% | -6.0% | +4.4% | -1.4% |
| 30D | -1.3% | +10.7% | -12.0% | -1.5% |
| 3M | -3.7% | +1.2% | -4.9% | -3.8% |
| 6M | -6.4% | +1.5% | -7.8% | -6.4% |
| YTD | -4.5% | -21.8% | +17.3% | -4.4% |
| 1Y | -5.9% | -30.2% | +24.3% | -6.2% |
| All | -5.9% | -31.0% | +25.2% | -6.2% |
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 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