+690.9%
MCHP vs PSKY
-45.6%
+736.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +1.0% |
| 7D | +0.3% | -6.8% | +7.2% | +2.2% |
| 30D | -9.8% | +10.2% | -20.0% | -12.3% |
| 3M | -19.7% | +0.3% | -20.0% | -20.2% |
| 6M | +13.6% | -7.8% | +21.3% | +14.4% |
| YTD | +16.5% | -23.0% | +39.5% | +21.8% |
| 1Y | +15.7% | -31.6% | +47.3% | +22.5% |
| 3Y | 0.0% | -21.3% | +21.3% | -6.5% |
| 5Y | +4.4% | -71.5% | +75.9% | +24.7% |
| 10Y | +201.4% | -75.6% | +277.0% | +214.6% |
| All | +690.9% | -45.6% | +736.6% | +494.9% |
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