+204.5%
WELL vs PSKY
-12.8%
+217.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.5% |
| 7D | -1.3% | +2.4% | -3.7% | -1.4% |
| 30D | +0.5% | +17.5% | -17.0% | 0.0% |
| 3M | +19.1% | +4.4% | +14.6% | +18.9% |
| 6M | +17.0% | -9.0% | +26.0% | +17.2% |
| YTD | +29.2% | -18.6% | +47.8% | +29.9% |
| 1Y | +42.1% | -27.7% | +69.9% | +43.6% |
| 3Y | +204.5% | -16.9% | +221.4% | +202.9% |
| All | +204.5% | -12.8% | +217.3% | +202.9% |
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 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