+252.1%
INTC vs PSKY
-74.6%
+326.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.3% |
| 7D | +7.5% | -2.4% | +9.8% | +7.8% |
| 30D | +2.0% | +11.6% | -9.6% | +0.2% |
| 3M | -12.0% | +1.5% | -13.5% | -12.5% |
| 6M | +114.5% | +7.7% | +106.8% | +111.0% |
| YTD | +179.0% | -20.1% | +199.1% | +184.6% |
| 1Y | +318.3% | -38.3% | +356.6% | +341.0% |
| 3Y | +171.2% | -17.7% | +189.0% | +156.8% |
| 5Y | +107.6% | -69.9% | +177.5% | +129.5% |
| All | +252.1% | -74.6% | +326.7% | +262.9% |
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 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