+253.9%
UMC vs PSKY
-20.6%
+274.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.6% |
| 7D | +11.4% | -6.0% | +17.4% | +11.7% |
| 30D | +16.8% | +10.7% | +6.1% | +16.0% |
| 3M | +19.1% | +1.2% | +17.9% | +18.8% |
| 6M | +137.4% | +1.5% | +136.0% | +136.8% |
| YTD | +186.4% | -21.8% | +208.1% | +189.1% |
| 1Y | +229.1% | -30.2% | +259.2% | +233.5% |
| All | +253.9% | -20.6% | +274.5% | +242.7% |
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