+392.5%
TRI vs PSKY
-45.6%
+438.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -0.8% |
| 7D | -8.4% | -6.8% | -1.6% | -7.2% |
| 30D | -6.5% | +10.2% | -16.7% | -8.2% |
| 3M | +18.6% | +0.3% | +18.3% | +18.2% |
| 6M | -10.4% | -7.8% | -2.7% | -9.7% |
| YTD | -23.7% | -23.0% | -0.7% | -21.0% |
| 1Y | -42.5% | -31.6% | -10.8% | -39.7% |
| 3Y | -19.3% | -21.3% | +2.0% | -23.0% |
| 5Y | -9.7% | -71.5% | +61.8% | +1.6% |
| 10Y | +194.4% | -75.6% | +270.1% | +196.1% |
| All | +392.5% | -45.6% | +438.1% | +222.0% |
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