+2,489.5%
MSFT vs PSKY
-42.2%
+2,531.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +2.7% | +24.0% | -21.3% | -1.7% |
| 3M | +17.0% | +2.2% | +14.8% | +16.2% |
| 6M | +23.8% | -9.0% | +32.8% | +25.2% |
| YTD | +4.0% | -18.1% | +22.1% | +6.5% |
| 1Y | -0.8% | -25.1% | +24.3% | +2.2% |
| 3Y | +55.6% | -16.3% | +71.9% | +45.0% |
| 5Y | +72.9% | -70.4% | +143.3% | +94.7% |
| 10Y | +875.8% | -74.2% | +950.0% | +878.1% |
| All | +2,489.5% | -42.2% | +2,531.8% | +1,698.6% |
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