+1,638.6%
ASML vs PSKY
-84.8%
+1,723.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.9% | -0.7% |
| 7D | -7.8% | -24.6% | +16.8% | -6.6% |
| 30D | +4.2% | -36.1% | +40.4% | +6.4% |
| 3M | +62.2% | -53.4% | +115.6% | +65.2% |
| 6M | +62.2% | -53.4% | +115.6% | +65.2% |
| YTD | +62.2% | -53.4% | +115.6% | +65.2% |
| 1Y | +62.1% | -58.4% | +120.4% | +68.3% |
| 3Y | +178.7% | -40.7% | +219.4% | +155.5% |
| 5Y | +118.0% | -80.0% | +198.0% | +137.8% |
| All | +1,638.6% | -84.8% | +1,723.3% | +1,496.6% |
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 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