+149.0%
WMB vs PSKY
-12.8%
+161.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.8% | +2.3% |
| 7D | +0.8% | +2.4% | -1.6% | +0.7% |
| 30D | +7.7% | +17.5% | -9.8% | +7.1% |
| 3M | +6.7% | +4.4% | +2.3% | +6.5% |
| 6M | +3.6% | -9.0% | +12.7% | +3.9% |
| YTD | +28.0% | -18.6% | +46.6% | +28.9% |
| 1Y | +37.6% | -27.7% | +65.3% | +39.1% |
| 3Y | +149.0% | -16.9% | +165.9% | +143.1% |
| All | +149.0% | -12.8% | +161.8% | +143.1% |
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