+400.5%
WFC vs PSKY
-42.2%
+442.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.5% |
| 7D | +3.8% | -0.2% | +4.0% | +3.8% |
| 30D | +1.5% | +24.0% | -22.5% | -6.6% |
| 3M | +10.9% | +2.2% | +8.7% | +9.1% |
| 6M | +8.4% | -9.0% | +17.4% | +9.8% |
| YTD | -1.9% | -18.1% | +16.3% | +1.2% |
| 1Y | +12.3% | -25.1% | +37.4% | +16.6% |
| 3Y | +132.3% | -16.3% | +148.7% | +97.2% |
| 5Y | +130.1% | -70.4% | +200.4% | +178.3% |
| 10Y | +134.4% | -74.2% | +208.6% | +134.4% |
| All | +400.5% | -42.2% | +442.7% | +118.4% |
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 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