+10.8%
MCHP vs PSKY
-5.0%
+15.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.5% | -2.0% |
| 7D | -2.1% | -6.0% | +3.9% | -1.9% |
| 30D | -11.1% | +10.7% | -21.8% | -11.1% |
| 3M | -18.1% | +1.2% | -19.2% | -18.0% |
| 6M | +10.8% | +1.5% | +9.3% | +8.8% |
| All | +10.8% | -5.0% | +15.7% | +8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling