-68.3%
U vs PSKY
-71.8%
+3.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +1.7% |
| 7D | +4.4% | -6.8% | +11.2% | +7.3% |
| 30D | -1.3% | +10.2% | -11.5% | -5.3% |
| 3M | +49.6% | +0.3% | +49.3% | +48.6% |
| 6M | +100.2% | -7.8% | +107.9% | +104.5% |
| YTD | -3.7% | -23.0% | +19.3% | +3.3% |
| 1Y | -6.5% | -31.6% | +25.1% | +2.5% |
| 3Y | +12.9% | -21.3% | +34.2% | -0.1% |
| 5Y | -68.3% | -71.5% | +3.2% | -52.0% |
| All | -68.3% | -71.8% | +3.6% | -52.0% |
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 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