+268.5%
TMUS vs PSKY
-66.0%
+334.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.1% | -1.6% |
| 7D | +7.1% | -24.6% | +31.6% | -8.2% |
| 30D | -13.0% | -36.1% | +23.1% | -33.1% |
| 3M | +239.1% | -84.9% | +324.0% | +174.6% |
| 6M | +239.1% | -84.9% | +324.0% | +174.6% |
| YTD | +239.1% | -84.9% | +324.0% | +174.6% |
| 1Y | +239.1% | -84.9% | +324.0% | +174.6% |
| 3Y | +239.1% | -84.9% | +324.0% | +174.6% |
| 5Y | +239.1% | -84.9% | +324.0% | +174.6% |
| 10Y | +262.0% | -84.4% | +346.4% | +188.7% |
| All | +268.5% | -66.0% | +334.5% | +178.4% |
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