+184.4%
W vs PSKY
-83.2%
+267.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.8% | +0.7% | -2.1% |
| 7D | +1.5% | -24.6% | +26.0% | +12.8% |
| 30D | +2.4% | -36.1% | +38.5% | +21.7% |
| 3M | -4.6% | -53.8% | +49.2% | +23.7% |
| 6M | -4.6% | -53.8% | +49.2% | +23.7% |
| YTD | -4.6% | -53.8% | +49.2% | +23.7% |
| 1Y | +29.0% | -58.4% | +87.3% | +74.8% |
| 3Y | +124.5% | -40.7% | +165.2% | +126.9% |
| 5Y | -55.3% | -80.0% | +24.8% | -26.5% |
| 10Y | +202.8% | -84.4% | +287.2% | +235.2% |
| All | +184.4% | -83.2% | +267.6% | +178.5% |
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 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