+878.4%
MSFT vs PSKY
-74.6%
+953.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.4% |
| 7D | -0.8% | -2.4% | +1.6% | -0.6% |
| 30D | +0.8% | +11.6% | -10.7% | -0.5% |
| 3M | +27.2% | +1.5% | +25.7% | +26.8% |
| 6M | +22.9% | +7.7% | +15.2% | +21.5% |
| YTD | +3.1% | -20.1% | +23.2% | +4.9% |
| 1Y | -0.3% | -38.3% | +38.0% | +4.1% |
| 3Y | +50.1% | -17.7% | +67.8% | +44.8% |
| 5Y | +74.6% | -69.9% | +144.5% | +90.2% |
| All | +878.4% | -74.6% | +953.0% | +841.9% |
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