-26.5%
TMUS vs PSKY
-26.0%
-0.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.8% | -3.4% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +5.3% | +24.0% | -18.7% | +4.4% |
| 3M | +3.1% | +2.2% | +1.0% | +2.7% |
| 6M | -16.5% | -9.0% | -7.5% | -16.7% |
| YTD | -9.2% | -18.1% | +9.0% | -9.1% |
| 1Y | -26.5% | -25.1% | -1.4% | -27.0% |
| All | -26.5% | -26.0% | -0.5% | -27.0% |
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