+128.3%
WFC vs PSKY
-71.8%
+200.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.4% | +7.3% | +2.6% |
| 7D | +0.4% | -6.8% | +7.3% | +1.3% |
| 30D | +2.5% | +10.2% | -7.8% | +1.1% |
| 3M | +10.0% | +0.3% | +9.7% | +9.7% |
| 6M | +15.1% | -7.8% | +22.8% | +15.5% |
| YTD | -2.2% | -23.0% | +20.8% | +0.1% |
| 1Y | +13.5% | -31.6% | +45.1% | +17.2% |
| 3Y | +135.2% | -21.3% | +156.5% | +125.6% |
| 5Y | +128.3% | -71.5% | +199.8% | +171.4% |
| All | +128.3% | -71.8% | +200.2% | +171.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling