+2,926.4%
V vs PSKY
-29.1%
+2,955.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.6% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | +2.0% | +24.0% | -22.0% | -2.6% |
| 3M | +17.4% | +2.2% | +15.2% | +16.4% |
| 6M | +17.5% | -9.0% | +26.5% | +18.7% |
| YTD | +7.6% | -18.1% | +25.7% | +10.3% |
| 1Y | +7.7% | -25.1% | +32.8% | +10.9% |
| 3Y | +54.7% | -16.3% | +71.0% | +43.5% |
| 5Y | +73.0% | -70.4% | +143.4% | +96.4% |
| 10Y | +390.9% | -74.2% | +465.0% | +387.1% |
| All | +2,926.4% | -29.1% | +2,955.6% | +2,306.8% |
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