+14,620.8%
AAPL vs PSKY
-42.6%
+14,663.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -2.7% | +2.4% | -5.1% | -3.2% |
| 30D | +1.0% | +17.5% | -16.5% | -2.5% |
| 3M | +5.0% | +4.4% | +0.5% | +3.7% |
| 6M | +23.0% | -9.0% | +32.1% | +24.4% |
| YTD | +16.6% | -18.6% | +35.2% | +19.7% |
| 1Y | +33.4% | -27.7% | +61.1% | +38.8% |
| 3Y | +79.9% | -16.9% | +96.7% | +68.1% |
| 5Y | +109.0% | -70.3% | +179.3% | +138.4% |
| 10Y | +1,210.4% | -74.9% | +1,285.4% | +1,246.0% |
| All | +14,620.8% | -42.6% | +14,663.4% | +11,482.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling