+8,860.1%
ASML vs PSKY
-63.1%
+8,923.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.9% | +0.2% |
| 7D | -7.8% | -24.6% | +16.8% | -2.0% |
| 30D | +4.2% | -36.1% | +40.4% | +14.8% |
| 3M | +18.6% | -37.3% | +55.9% | +27.1% |
| 6M | +16.8% | -40.5% | +57.3% | +26.7% |
| YTD | +54.2% | -47.7% | +101.8% | +69.8% |
| 1Y | +62.1% | -58.4% | +120.4% | +88.4% |
| 3Y | +178.7% | -40.7% | +219.4% | +163.2% |
| 5Y | +118.0% | -80.0% | +198.0% | +170.7% |
| 10Y | +1,682.4% | -84.4% | +1,766.8% | +1,862.9% |
| All | +8,860.1% | -63.1% | +8,923.2% | +5,950.8% |
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