+3,973.0%
TYL vs PSKY
-63.1%
+4,036.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.1% | +0.1% |
| 7D | +9.5% | -24.6% | +34.1% | +14.6% |
| 30D | +0.4% | -36.1% | +36.5% | +8.4% |
| 3M | +10.1% | -34.6% | +44.6% | +17.1% |
| 6M | +6.2% | -40.5% | +46.7% | +14.9% |
| YTD | -20.5% | -47.7% | +27.2% | -12.5% |
| 1Y | -27.3% | -58.4% | +31.0% | -16.9% |
| 3Y | -6.0% | -40.7% | +34.7% | -6.7% |
| 5Y | -28.3% | -80.0% | +51.7% | -14.2% |
| 10Y | +113.1% | -84.4% | +197.5% | +140.1% |
| All | +3,973.0% | -63.1% | +4,036.1% | +3,326.0% |
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