+189.6%
WELL vs PSKY
-40.3%
+229.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +4.9% | +0.1% |
| 7D | +4.2% | -24.6% | +28.7% | +4.0% |
| 30D | +0.3% | -36.1% | +36.4% | +0.1% |
| 3M | +10.2% | -37.1% | +47.3% | +10.1% |
| 6M | +10.3% | -40.5% | +50.8% | +10.3% |
| YTD | +27.9% | -47.7% | +75.6% | +28.3% |
| 1Y | +38.5% | -58.4% | +96.8% | +39.9% |
| All | +189.6% | -40.3% | +229.9% | +189.7% |
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 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