+320.5%
TMUS vs PSKY
-46.8%
+367.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.8% | -3.1% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +5.3% | +24.0% | -18.7% | +0.2% |
| 3M | +3.1% | +2.2% | +1.0% | +2.3% |
| 6M | -16.5% | -9.0% | -7.5% | -15.5% |
| YTD | -9.2% | -18.1% | +9.0% | -6.8% |
| 1Y | -26.5% | -25.1% | -1.4% | -24.2% |
| 3Y | +39.0% | -16.3% | +55.4% | +27.7% |
| 5Y | +40.4% | -70.4% | +110.7% | +59.1% |
| 10Y | +303.7% | -74.2% | +377.9% | +298.7% |
| All | +320.5% | -46.8% | +367.3% | +302.7% |
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