+350.2%
TPR vs PSKY
-39.6%
+389.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.2% | -0.5% |
| 7D | +3.4% | -24.6% | +28.0% | -1.4% |
| 30D | +1.9% | -36.1% | +38.1% | -6.1% |
| 3M | +17.1% | -54.8% | +71.9% | +9.2% |
| 6M | +17.1% | -54.8% | +71.9% | +9.2% |
| YTD | +17.1% | -54.8% | +71.9% | +9.2% |
| 1Y | +4.5% | -58.4% | +62.8% | -1.8% |
| All | +350.2% | -39.6% | +389.8% | +299.2% |
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