+449.4%
UL vs PSKY
-63.1%
+512.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.8% | +7.2% | +1.7% |
| 7D | +6.3% | -24.6% | +30.8% | +2.7% |
| 30D | +4.1% | -36.1% | +40.2% | -1.8% |
| 3M | +105.1% | -85.1% | +190.2% | +90.8% |
| 6M | +105.1% | -85.1% | +190.2% | +90.8% |
| YTD | +105.1% | -85.1% | +190.2% | +90.8% |
| 1Y | +105.1% | -85.1% | +190.2% | +90.8% |
| 3Y | +105.1% | -85.1% | +190.2% | +90.8% |
| 5Y | +105.1% | -85.1% | +190.2% | +90.8% |
| 10Y | +91.7% | -84.4% | +176.1% | +76.2% |
| All | +449.4% | -63.1% | +512.5% | +284.1% |
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