+972.0%
WAT vs PSKY
-42.2%
+1,014.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +2.3% | +24.0% | -21.6% | -2.1% |
| 3M | +8.7% | +2.2% | +6.6% | +7.9% |
| 6M | +28.3% | -9.0% | +37.3% | +29.6% |
| YTD | +7.8% | -18.1% | +25.9% | +10.3% |
| 1Y | +36.6% | -25.1% | +61.7% | +40.5% |
| 3Y | +45.7% | -16.3% | +62.0% | +37.7% |
| 5Y | -3.3% | -70.4% | +67.1% | +8.9% |
| 10Y | +162.1% | -74.2% | +236.3% | +161.6% |
| All | +972.0% | -42.2% | +1,014.2% | +640.7% |
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