-10.2%
UL vs PSKY
-28.3%
+18.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.6% |
| 7D | -3.4% | -2.4% | -1.0% | -3.3% |
| 30D | +0.5% | +11.6% | -11.1% | +0.3% |
| 3M | +7.2% | +1.5% | +5.7% | +7.0% |
| 6M | -3.1% | +7.7% | -10.8% | -3.3% |
| YTD | -2.7% | -20.1% | +17.4% | -3.9% |
| 1Y | -10.2% | -38.3% | +28.0% | -11.8% |
| All | -10.2% | -28.3% | +18.0% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling