+9,260.6%
ASML vs PSKY
-42.2%
+9,302.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.6% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +2.2% | +24.0% | -21.8% | -3.7% |
| 3M | -2.3% | +2.2% | -4.5% | -3.3% |
| 6M | +23.0% | -9.0% | +31.9% | +24.2% |
| YTD | +61.1% | -18.1% | +79.2% | +65.4% |
| 1Y | +129.1% | -25.1% | +154.2% | +136.9% |
| 3Y | +165.4% | -16.3% | +181.7% | +140.6% |
| 5Y | +109.5% | -70.4% | +179.8% | +146.6% |
| 10Y | +1,645.7% | -74.2% | +1,719.9% | +1,648.1% |
| All | +9,260.6% | -42.2% | +9,302.8% | +5,792.6% |
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