+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% | +2.4% |
| 7D | +7.1% | -24.6% | +31.6% | +13.0% |
| 30D | -13.0% | -36.1% | +23.1% | -4.5% |
| 3M | -21.1% | -53.8% | +32.8% | -9.9% |
| 6M | -21.1% | -53.8% | +32.8% | -9.9% |
| YTD | -21.1% | -53.8% | +32.8% | -9.9% |
| 1Y | -28.3% | -58.4% | +30.1% | -16.1% |
| 3Y | +16.8% | -40.7% | +57.5% | +13.8% |
| 5Y | +42.3% | -80.0% | +122.4% | +72.9% |
| 10Y | +262.0% | -84.4% | +346.4% | +298.5% |
| All | +268.5% | -66.0% | +334.5% | +284.3% |
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