+1,047.2%
UMC vs PSKY
-42.6%
+1,089.7%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.6% | +5.2% |
| 7D | +6.6% | +2.4% | +4.2% | +5.8% |
| 30D | +16.6% | +17.5% | -1.0% | +11.3% |
| 3M | +11.0% | +4.4% | +6.6% | +9.1% |
| 6M | +131.3% | -9.0% | +140.3% | +134.6% |
| YTD | +182.5% | -18.6% | +201.1% | +191.9% |
| 1Y | +222.3% | -27.7% | +250.0% | +237.8% |
| 3Y | +253.0% | -16.9% | +269.9% | +220.2% |
| 5Y | +141.8% | -70.3% | +212.1% | +183.9% |
| 10Y | +1,772.2% | -74.9% | +1,847.2% | +1,816.0% |
| All | +1,047.2% | -42.6% | +1,089.7% | +630.6% |
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 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