+11.5%
TPR vs PSKY
-31.0%
+42.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.9% |
| 7D | -5.1% | -6.0% | +0.8% | -5.2% |
| 30D | -27.6% | +10.7% | -38.2% | -27.4% |
| 3M | -17.5% | +1.2% | -18.6% | -17.3% |
| 6M | -21.3% | +1.5% | -22.8% | -21.2% |
| YTD | -8.5% | -21.8% | +13.3% | -7.6% |
| 1Y | +11.5% | -30.2% | +41.6% | +13.4% |
| All | +11.5% | -31.0% | +42.5% | +13.4% |
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 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