+352.7%
TSN vs PSKY
-42.2%
+394.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.3% |
| 7D | -6.3% | -0.2% | -6.1% | -6.3% |
| 30D | -10.8% | +24.0% | -34.8% | -15.1% |
| 3M | -8.8% | +2.2% | -10.9% | -9.6% |
| 6M | -16.8% | -9.0% | -7.8% | -16.1% |
| YTD | -10.0% | -18.1% | +8.1% | -7.7% |
| 1Y | -5.3% | -25.1% | +19.8% | -2.4% |
| 3Y | +8.5% | -16.3% | +24.9% | +0.6% |
| 5Y | -22.9% | -70.4% | +47.4% | -12.3% |
| 10Y | -12.6% | -74.2% | +61.5% | -11.5% |
| All | +352.7% | -42.2% | +394.9% | +197.8% |
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