+310.3%
TPR vs PSKY
-13.9%
+324.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -23.0% | +24.0% | -46.9% | -24.5% |
| 3M | -12.5% | +2.2% | -14.6% | -12.7% |
| 6M | -21.4% | -9.0% | -12.5% | -21.0% |
| YTD | -3.5% | -18.1% | +14.6% | -2.2% |
| 1Y | +17.4% | -25.1% | +42.5% | +19.4% |
| All | +310.3% | -13.9% | +324.2% | +292.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling