+291.5%
WBD vs PSKY
-42.6%
+334.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -0.7% | +2.4% | -3.1% | -1.9% |
| 30D | +5.0% | +17.5% | -12.5% | -3.2% |
| 3M | +6.2% | +4.4% | +1.8% | +3.1% |
| 6M | +0.6% | -9.0% | +9.6% | +2.4% |
| YTD | -2.4% | -18.6% | +16.2% | +2.1% |
| 1Y | +127.7% | -27.7% | +155.4% | +150.2% |
| 3Y | +148.4% | -16.9% | +165.3% | +133.6% |
| 5Y | +4.2% | -70.3% | +74.5% | +59.7% |
| 10Y | +10.8% | -74.9% | +85.7% | +75.4% |
| All | +291.5% | -42.6% | +334.1% | +323.1% |
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