+163.6%
W vs PSKY
-73.7%
+237.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +3.2% |
| 7D | -4.2% | -0.2% | -4.0% | -4.1% |
| 30D | -7.6% | +24.0% | -31.5% | -15.6% |
| 3M | +37.2% | +2.2% | +35.0% | +35.1% |
| 6M | +26.3% | -9.0% | +35.3% | +29.3% |
| YTD | -1.0% | -18.1% | +17.2% | +4.0% |
| 1Y | +20.1% | -25.1% | +45.2% | +27.0% |
| 3Y | +37.8% | -16.3% | +54.1% | +23.3% |
| 5Y | -63.7% | -70.4% | +6.7% | -48.7% |
| 10Y | +156.3% | -74.2% | +230.5% | +133.5% |
| All | +163.6% | -73.7% | +237.3% | +116.9% |
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