+860.8%
CSCO vs PSKY
-63.1%
+923.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.8% | +2.6% | -1.5% |
| 7D | -9.3% | -24.6% | +15.3% | -5.8% |
| 30D | -2.0% | -36.1% | +34.1% | +4.1% |
| 3M | +47.9% | -54.8% | +102.7% | +56.3% |
| 6M | +47.9% | -54.8% | +102.7% | +56.3% |
| YTD | +47.9% | -54.8% | +102.7% | +56.3% |
| 1Y | +58.3% | -58.4% | +116.7% | +69.9% |
| 3Y | +113.9% | -40.7% | +154.6% | +93.0% |
| 5Y | +122.9% | -80.0% | +202.9% | +149.2% |
| 10Y | +376.8% | -84.4% | +461.2% | +387.3% |
| All | +860.8% | -63.1% | +923.9% | +544.9% |
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