+20.6%
UL vs PSKY
-71.8%
+92.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | -1.4% |
| 7D | -3.2% | -6.8% | +3.6% | -2.9% |
| 30D | -0.6% | +10.2% | -10.8% | -1.1% |
| 3M | +9.4% | +0.3% | +9.2% | +9.3% |
| 6M | -4.1% | -7.8% | +3.6% | -4.0% |
| YTD | -2.0% | -23.0% | +21.0% | -1.1% |
| 1Y | -9.0% | -31.6% | +22.7% | -7.9% |
| 3Y | +21.8% | -21.3% | +43.1% | +20.2% |
| 5Y | +20.6% | -71.5% | +92.1% | +28.6% |
| All | +20.6% | -71.8% | +92.4% | +28.6% |
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