+72.3%
MSFT vs PSKY
-71.8%
+144.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | 0.0% |
| 7D | -1.0% | -6.8% | +5.8% | -0.5% |
| 30D | -2.7% | +10.2% | -12.9% | -3.4% |
| 3M | +22.1% | +0.3% | +21.8% | +22.0% |
| 6M | +20.6% | -7.8% | +28.3% | +21.0% |
| YTD | +2.3% | -23.0% | +25.3% | +3.8% |
| 1Y | -0.5% | -31.6% | +31.1% | +1.5% |
| 3Y | +50.5% | -21.3% | +71.9% | +47.4% |
| 5Y | +72.3% | -71.5% | +143.8% | +89.3% |
| All | +72.3% | -71.8% | +144.2% | +89.3% |
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