+359.9%
CSCO vs PSKY
-75.1%
+435.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.0% |
| 7D | -1.1% | -6.0% | +4.9% | -0.4% |
| 30D | -10.8% | +10.7% | -21.4% | -12.0% |
| 3M | -9.2% | +1.2% | -10.4% | -9.6% |
| 6M | +39.5% | +1.5% | +38.1% | +38.4% |
| YTD | +41.5% | -21.8% | +63.3% | +44.5% |
| 1Y | +61.0% | -30.2% | +91.1% | +65.3% |
| 3Y | +105.2% | -20.1% | +125.3% | +98.1% |
| 5Y | +113.4% | -70.5% | +184.0% | +134.2% |
| All | +359.9% | -75.1% | +435.0% | +350.3% |
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