+919.4%
WMT vs PSKY
-45.6%
+965.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | +0.3% |
| 7D | -0.2% | -6.8% | +6.6% | +0.4% |
| 30D | -5.8% | +10.2% | -16.1% | -6.7% |
| 3M | -10.8% | +0.3% | -11.0% | -10.9% |
| 6M | -14.3% | -7.8% | -6.6% | -14.1% |
| YTD | -4.4% | -23.0% | +18.6% | -2.9% |
| 1Y | +4.3% | -31.6% | +36.0% | +6.6% |
| 3Y | +100.1% | -21.3% | +121.4% | +95.3% |
| 5Y | +130.8% | -71.5% | +202.3% | +144.5% |
| 10Y | +433.7% | -75.6% | +509.3% | +439.6% |
| All | +919.4% | -45.6% | +965.1% | +859.9% |
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