+173.0%
AMAT vs PSKY
-78.1%
+251.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.8% | 0.0% | -5.6% |
| 7D | -19.3% | -24.6% | +5.3% | -22.5% |
| 30D | -3.5% | -36.1% | +32.6% | -9.5% |
| 3M | +78.4% | -54.8% | +133.2% | +69.7% |
| 6M | +78.4% | -54.8% | +133.2% | +69.7% |
| YTD | +78.4% | -54.8% | +133.2% | +69.7% |
| 1Y | +80.7% | -58.4% | +139.1% | +74.1% |
| 3Y | +197.2% | -40.7% | +237.8% | +150.0% |
| All | +173.0% | -78.1% | +251.1% | +188.9% |
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