+247.2%
AMAT vs PSKY
-70.3%
+317.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.6% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -14.8% | +24.0% | -38.8% | -17.6% |
| 3M | -9.3% | +2.2% | -11.4% | -9.8% |
| 6M | +27.4% | -9.0% | +36.4% | +28.2% |
| YTD | +77.6% | -18.1% | +95.7% | +80.9% |
| 1Y | +188.9% | -25.1% | +214.0% | +195.9% |
| 3Y | +202.3% | -16.3% | +218.6% | +185.8% |
| All | +247.2% | -70.3% | +317.5% | +337.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling