+435.6%
TPR vs PSKY
-63.1%
+498.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.2% | +1.9% |
| 7D | +3.4% | -24.6% | +28.0% | +11.5% |
| 30D | +1.9% | -36.1% | +38.1% | +15.7% |
| 3M | +11.4% | -53.4% | +64.7% | +23.7% |
| 6M | +11.4% | -53.4% | +64.7% | +23.7% |
| YTD | +11.4% | -53.4% | +64.7% | +23.7% |
| 1Y | +4.5% | -58.4% | +62.8% | +21.2% |
| 3Y | +353.0% | -40.7% | +393.7% | +292.3% |
| 5Y | +248.2% | -80.0% | +328.2% | +340.9% |
| 10Y | +338.6% | -84.4% | +423.0% | +403.1% |
| All | +435.6% | -63.1% | +498.7% | +286.3% |
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