-19.7%
TSN vs PSKY
-71.8%
+52.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.3% | -0.5% |
| 7D | -7.3% | -6.8% | -0.5% | -6.7% |
| 30D | -8.6% | +10.2% | -18.9% | -9.5% |
| 3M | -7.5% | +0.3% | -7.8% | -7.7% |
| 6M | -14.1% | -7.8% | -6.4% | -13.8% |
| YTD | -9.4% | -23.0% | +13.5% | -7.8% |
| 1Y | -4.1% | -31.6% | +27.6% | -1.9% |
| 3Y | +10.3% | -21.3% | +31.7% | +7.6% |
| 5Y | -19.7% | -71.5% | +51.7% | -9.9% |
| All | -19.7% | -71.8% | +52.1% | -9.9% |
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