-57.2%
W vs PSKY
-78.3%
+21.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.8% | +0.7% | -2.6% |
| 7D | +1.5% | -24.6% | +26.0% | +10.0% |
| 30D | +2.4% | -36.1% | +38.5% | +16.9% |
| 3M | +61.9% | -37.1% | +99.0% | +76.8% |
| 6M | +38.8% | -40.5% | +79.3% | +55.0% |
| YTD | +6.8% | -47.7% | +54.5% | +22.8% |
| 1Y | +29.0% | -58.4% | +87.3% | +61.5% |
| 3Y | +124.5% | -40.7% | +165.2% | +97.3% |
| All | -57.2% | -78.3% | +21.2% | -33.5% |
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