+30.7%
ULTA vs PSKY
-18.9%
+49.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +2.0% |
| 7D | -3.1% | -2.4% | -0.7% | -3.0% |
| 30D | +2.8% | +11.6% | -8.8% | +2.3% |
| 3M | +14.8% | +1.5% | +13.2% | +14.6% |
| 6M | -16.2% | +7.7% | -23.9% | -16.6% |
| YTD | -9.6% | -20.1% | +10.5% | -9.1% |
| 1Y | +4.8% | -38.3% | +43.1% | +6.5% |
| 3Y | +30.7% | -17.7% | +48.4% | +29.3% |
| All | +30.7% | -18.9% | +49.6% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling