-31.9%
TRMB vs PSKY
-78.1%
+46.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.8% | +2.3% | -1.3% |
| 7D | -1.0% | -24.6% | +23.5% | +4.9% |
| 30D | +1.2% | -36.1% | +37.4% | +11.4% |
| 3M | -27.7% | -54.8% | +27.1% | -14.2% |
| 6M | -27.7% | -54.8% | +27.1% | -14.2% |
| YTD | -27.7% | -54.8% | +27.1% | -14.2% |
| 1Y | -23.6% | -58.4% | +34.7% | -8.2% |
| 3Y | +17.3% | -40.7% | +58.0% | +23.1% |
| All | -31.9% | -78.1% | +46.2% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling