+64.0%
MSFT vs PSKY
-78.1%
+142.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.8% | +2.9% | -1.2% |
| 7D | -1.1% | -24.6% | +23.4% | +2.4% |
| 30D | +4.7% | -36.1% | +40.8% | +10.8% |
| 3M | +4.4% | -54.8% | +59.2% | +14.7% |
| 6M | +4.4% | -54.8% | +59.2% | +14.7% |
| YTD | +4.4% | -54.8% | +59.2% | +14.7% |
| 1Y | +4.3% | -58.4% | +62.6% | +15.2% |
| 3Y | +62.8% | -40.7% | +103.5% | +68.0% |
| All | +64.0% | -78.1% | +142.1% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling