+20.6%
USB vs PSKY
-78.6%
+99.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.8% | +7.2% | +3.0% |
| 7D | +2.9% | -24.6% | +27.5% | +6.2% |
| 30D | -5.4% | -36.1% | +30.7% | -0.2% |
| 3M | +7.5% | -34.6% | +42.1% | +11.8% |
| 6M | +7.8% | -40.5% | +48.3% | +13.7% |
| YTD | +13.2% | -47.7% | +60.9% | +20.9% |
| 1Y | +33.6% | -58.4% | +92.0% | +48.0% |
| 3Y | +104.6% | -40.7% | +145.3% | +97.4% |
| All | +20.6% | -78.6% | +99.2% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling