+150.4%
W vs PSKY
-40.2%
+190.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.8% | +0.7% | -3.6% |
| 7D | +1.5% | -24.6% | +26.0% | +4.1% |
| 30D | +2.4% | -36.1% | +38.5% | +6.7% |
| 3M | +61.9% | -37.1% | +99.0% | +66.4% |
| 6M | +38.8% | -40.5% | +79.3% | +44.4% |
| YTD | +6.8% | -47.7% | +54.5% | +13.2% |
| 1Y | +29.0% | -58.4% | +87.3% | +43.5% |
| All | +150.4% | -40.2% | +190.7% | +136.1% |
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 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