+148.0%
ADBE vs PSKY
-75.1%
+223.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -3.9% | -2.6% |
| 7D | -12.9% | -6.0% | -6.9% | -12.2% |
| 30D | -5.6% | +10.7% | -16.3% | -6.9% |
| 3M | +6.6% | +1.2% | +5.5% | +6.3% |
| 6M | -9.6% | +1.5% | -11.0% | -10.0% |
| YTD | -28.9% | -21.8% | -7.1% | -27.3% |
| 1Y | -28.9% | -30.2% | +1.2% | -26.9% |
| 3Y | -55.6% | -20.1% | -35.5% | -57.1% |
| 5Y | -62.2% | -70.5% | +8.3% | -59.1% |
| All | +148.0% | -75.1% | +223.2% | +155.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling