-62.1%
W vs PSKY
-70.7%
+8.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +6.5% | +2.4% | +4.1% | +5.4% |
| 30D | -6.2% | +17.5% | -23.7% | -12.6% |
| 3M | +48.9% | +4.4% | +44.4% | +45.1% |
| 6M | +31.2% | -9.0% | +40.2% | +34.6% |
| YTD | -0.4% | -18.6% | +18.2% | +5.2% |
| 1Y | +14.8% | -27.7% | +42.6% | +23.6% |
| 3Y | +40.5% | -16.9% | +57.4% | +21.8% |
| 5Y | -62.1% | -70.3% | +8.1% | -36.2% |
| All | -62.1% | -70.7% | +8.6% | -36.2% |
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