+290.7%
TSM vs PSKY
-70.7%
+361.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.4% |
| 7D | +6.0% | +2.4% | +3.7% | +5.8% |
| 30D | +4.5% | +17.5% | -13.0% | +2.7% |
| 3M | +3.1% | +4.4% | -1.3% | +2.5% |
| 6M | +30.2% | -9.0% | +39.2% | +30.9% |
| YTD | +45.2% | -18.6% | +63.8% | +47.2% |
| 1Y | +79.6% | -27.7% | +107.3% | +83.5% |
| 3Y | +411.0% | -16.9% | +427.8% | +393.6% |
| 5Y | +290.7% | -70.3% | +361.0% | +332.7% |
| All | +290.7% | -70.7% | +361.4% | +332.7% |
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