+163.3%
ASML vs PSKY
-44.4%
+207.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.9% | -2.0% |
| 7D | -7.8% | -24.6% | +16.8% | -12.8% |
| 30D | +4.2% | -36.1% | +40.4% | -4.7% |
| 3M | +58.0% | -53.4% | +111.4% | +44.9% |
| 6M | +58.0% | -53.4% | +111.4% | +44.9% |
| YTD | +58.0% | -53.4% | +111.4% | +44.9% |
| 1Y | +62.1% | -58.4% | +120.4% | +49.9% |
| All | +163.3% | -44.4% | +207.8% | +132.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling