+271.8%
WPM vs PSKY
-21.8%
+293.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.4% | +1.6% |
| 7D | +3.9% | -6.8% | +10.7% | +4.6% |
| 30D | +17.7% | +10.2% | +7.4% | +16.6% |
| 3M | +39.4% | +0.3% | +39.1% | +39.2% |
| 6M | +6.4% | -7.8% | +14.2% | +6.9% |
| YTD | +34.0% | -23.0% | +56.9% | +36.0% |
| 1Y | +50.5% | -31.6% | +82.2% | +53.6% |
| All | +271.8% | -21.8% | +293.6% | +263.6% |
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