+1,028.0%
TTWO vs PSKY
-45.6%
+1,073.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | +0.2% |
| 7D | -2.3% | -6.8% | +4.5% | -0.8% |
| 30D | -16.7% | +10.2% | -27.0% | -18.7% |
| 3M | -0.4% | +0.3% | -0.7% | -0.9% |
| 6M | -1.6% | -7.8% | +6.1% | -0.9% |
| YTD | -17.5% | -23.0% | +5.4% | -14.2% |
| 1Y | -14.8% | -31.6% | +16.8% | -10.1% |
| 3Y | +47.9% | -21.3% | +69.2% | +39.4% |
| 5Y | +34.5% | -71.5% | +105.9% | +55.6% |
| 10Y | +394.0% | -75.6% | +469.6% | +409.9% |
| All | +1,028.0% | -45.6% | +1,073.6% | +687.1% |
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