+108.6%
ASML vs PSKY
-70.3%
+178.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.4% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +2.2% | +24.0% | -21.8% | -1.0% |
| 3M | -2.3% | +2.2% | -4.5% | -2.8% |
| 6M | +23.0% | -9.0% | +31.9% | +23.8% |
| YTD | +61.1% | -18.1% | +79.2% | +64.0% |
| 1Y | +129.1% | -25.1% | +154.2% | +134.3% |
| 3Y | +165.4% | -16.3% | +181.7% | +151.0% |
| All | +108.6% | -70.3% | +178.9% | +140.2% |
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