+601.0%
TRMB vs PSKY
-63.1%
+664.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.8% | +2.3% | -0.9% |
| 7D | -1.0% | -24.6% | +23.5% | +7.2% |
| 30D | +1.2% | -36.1% | +37.4% | +15.4% |
| 3M | -27.7% | -54.8% | +27.1% | -9.3% |
| 6M | -27.7% | -54.8% | +27.1% | -9.3% |
| YTD | -27.7% | -54.8% | +27.1% | -9.3% |
| 1Y | -23.6% | -58.4% | +34.7% | -2.2% |
| 3Y | +17.3% | -40.7% | +58.0% | +18.8% |
| 5Y | -30.0% | -80.0% | +50.0% | -3.6% |
| 10Y | +108.5% | -84.4% | +192.9% | +157.8% |
| All | +601.0% | -63.1% | +664.0% | +409.5% |
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