+601.1%
TRMB vs PSKY
-42.2%
+643.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | +1.5% | +24.0% | -22.5% | -5.1% |
| 3M | +6.8% | +2.2% | +4.6% | +5.4% |
| 6M | -14.9% | -9.0% | -6.0% | -13.8% |
| YTD | -24.1% | -18.1% | -6.0% | -21.6% |
| 1Y | -25.4% | -25.1% | -0.3% | -22.4% |
| 3Y | +8.0% | -16.3% | +24.3% | -3.0% |
| 5Y | -37.3% | -70.4% | +33.1% | -24.6% |
| 10Y | +116.8% | -74.2% | +191.0% | +123.8% |
| All | +601.1% | -42.2% | +643.3% | +336.4% |
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