+925.1%
MSFT vs PSKY
-85.2%
+1,010.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.8% | +2.9% | -1.2% |
| 7D | -1.1% | -24.6% | +23.4% | +2.6% |
| 30D | +4.7% | -36.1% | +40.8% | +11.2% |
| 3M | +4.4% | -54.8% | +59.2% | +15.4% |
| 6M | +4.4% | -54.8% | +59.2% | +15.4% |
| YTD | +4.4% | -54.8% | +59.2% | +15.4% |
| 1Y | +4.3% | -58.4% | +62.6% | +16.3% |
| 3Y | +62.8% | -40.7% | +103.5% | +65.8% |
| 5Y | +81.2% | -80.0% | +161.2% | +111.1% |
| All | +925.1% | -85.2% | +1,010.3% | +943.4% |
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