+495.9%
XYZ vs PSKY
-83.1%
+579.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.8% | +2.4% | -1.2% |
| 7D | +0.8% | -24.6% | +25.4% | +7.4% |
| 30D | -2.0% | -36.1% | +34.1% | +8.9% |
| 3M | +5.8% | -53.4% | +59.1% | +19.4% |
| 6M | +5.8% | -53.4% | +59.1% | +19.4% |
| YTD | +5.8% | -53.4% | +59.1% | +19.4% |
| 1Y | +4.5% | -58.4% | +62.8% | +22.3% |
| 3Y | +74.0% | -40.7% | +114.7% | +63.5% |
| 5Y | -68.7% | -80.0% | +11.3% | -58.8% |
| 10Y | +600.4% | -84.4% | +684.9% | +629.5% |
| All | +495.9% | -83.1% | +579.0% | +488.1% |
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 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