+433.1%
UL vs PSKY
-42.2%
+475.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.2% |
| 7D | -1.3% | -0.2% | -1.2% | -1.3% |
| 30D | +0.5% | +24.0% | -23.5% | -2.6% |
| 3M | +17.6% | +2.2% | +15.4% | +17.0% |
| 6M | -5.4% | -9.0% | +3.6% | -4.7% |
| YTD | +0.7% | -18.1% | +18.8% | +2.5% |
| 1Y | -9.3% | -25.1% | +15.8% | -7.4% |
| 3Y | +24.5% | -16.3% | +40.9% | +18.8% |
| 5Y | +23.2% | -70.4% | +93.6% | +34.5% |
| 10Y | +64.5% | -74.2% | +138.6% | +63.6% |
| All | +433.1% | -42.2% | +475.4% | +309.2% |
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