-39.0%
U vs PSKY
-58.8%
+19.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -3.8% | -0.2% | -3.6% | -3.8% |
| 30D | +17.5% | +24.0% | -6.5% | +9.3% |
| 3M | +38.7% | +2.2% | +36.6% | +37.2% |
| 6M | +104.4% | -9.0% | +113.4% | +108.6% |
| YTD | -5.7% | -18.1% | +12.5% | -1.8% |
| 1Y | +3.7% | -25.1% | +28.8% | +8.9% |
| 3Y | +12.3% | -16.3% | +28.7% | +2.2% |
| 5Y | -68.8% | -70.4% | +1.5% | -62.3% |
| All | -39.0% | -58.8% | +19.7% | -32.3% |
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