+19.9%
BABA vs PSKY
-84.8%
+104.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.0% | -0.8% |
| 7D | -2.0% | -24.6% | +22.5% | +3.1% |
| 30D | -0.1% | -36.1% | +36.0% | +8.7% |
| 3M | -33.8% | -53.4% | +19.6% | -23.4% |
| 6M | -33.8% | -53.4% | +19.6% | -23.4% |
| YTD | -33.8% | -53.4% | +19.6% | -23.4% |
| 1Y | -33.3% | -58.4% | +25.1% | -21.2% |
| 3Y | +37.5% | -40.7% | +78.2% | +44.0% |
| 5Y | -31.0% | -80.0% | +49.0% | -14.5% |
| All | +19.9% | -84.8% | +104.7% | +48.1% |
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