+873.2%
CSCO vs PSKY
-42.2%
+915.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.9% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -10.1% | +24.0% | -34.1% | -14.5% |
| 3M | -15.7% | +2.2% | -17.9% | -16.5% |
| 6M | +36.3% | -9.0% | +45.2% | +37.3% |
| YTD | +43.8% | -18.1% | +62.0% | +47.4% |
| 1Y | +63.9% | -25.1% | +89.0% | +68.7% |
| 3Y | +104.4% | -16.3% | +120.7% | +88.6% |
| 5Y | +111.4% | -70.4% | +181.7% | +139.4% |
| 10Y | +361.7% | -74.2% | +435.8% | +361.0% |
| All | +873.2% | -42.2% | +915.5% | +551.9% |
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