+366.5%
WFC vs PSKY
-63.1%
+429.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.8% | +6.2% | +3.1% |
| 7D | +0.4% | -24.6% | +24.9% | +9.5% |
| 30D | -5.5% | -36.1% | +30.7% | +9.6% |
| 3M | -1.1% | -58.0% | +56.9% | +21.3% |
| 6M | -1.1% | -58.0% | +56.9% | +21.3% |
| YTD | -1.1% | -58.0% | +56.9% | +21.3% |
| 1Y | +2.0% | -58.4% | +60.4% | +25.2% |
| 3Y | +116.6% | -40.7% | +157.3% | +94.4% |
| 5Y | +95.8% | -80.0% | +175.8% | +155.3% |
| 10Y | +147.0% | -84.4% | +231.4% | +182.8% |
| All | +366.5% | -63.1% | +429.6% | +125.0% |
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