+244.0%
EQIX vs PSKY
-74.6%
+318.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.8% | +1.2% |
| 7D | +0.2% | -2.4% | +2.6% | +0.3% |
| 30D | -2.5% | +11.6% | -14.1% | -3.4% |
| 3M | 0.0% | +1.5% | -1.6% | -0.3% |
| 6M | +7.6% | +7.7% | -0.1% | +6.6% |
| YTD | +37.5% | -20.1% | +57.6% | +39.1% |
| 1Y | +32.9% | -38.3% | +71.2% | +37.1% |
| 3Y | +42.8% | -17.7% | +60.5% | +39.2% |
| 5Y | +35.8% | -69.9% | +105.7% | +43.3% |
| All | +244.0% | -74.6% | +318.5% | +186.3% |
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