+2,942.4%
AMAT vs PSKY
-63.1%
+3,005.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.8% | 0.0% | -4.0% |
| 7D | -19.3% | -24.6% | +5.3% | -15.6% |
| 30D | -3.5% | -36.1% | +32.6% | +3.4% |
| 3M | +70.8% | -53.4% | +124.2% | +79.2% |
| 6M | +70.8% | -53.4% | +124.2% | +79.2% |
| YTD | +70.8% | -53.4% | +124.2% | +79.2% |
| 1Y | +80.7% | -58.4% | +139.1% | +95.9% |
| 3Y | +197.2% | -40.7% | +237.8% | +160.1% |
| 5Y | +224.2% | -80.0% | +304.2% | +277.3% |
| 10Y | +1,522.3% | -84.4% | +1,606.7% | +1,579.8% |
| All | +2,942.4% | -63.1% | +3,005.5% | +1,821.6% |
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