+877.0%
WDC vs PSKY
-39.6%
+916.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.8% | -2.0% | -11.0% |
| 7D | -16.4% | -24.6% | +8.1% | -35.0% |
| 30D | -22.2% | -36.1% | +13.9% | -48.1% |
| 3M | +100.2% | -54.8% | +155.0% | +52.7% |
| 6M | +100.2% | -54.8% | +155.0% | +52.7% |
| YTD | +100.2% | -54.8% | +155.0% | +52.7% |
| 1Y | +164.2% | -58.4% | +222.5% | +102.2% |
| All | +877.0% | -39.6% | +916.6% | +635.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling