+365.6%
NDAQ vs PSKY
-75.1%
+440.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.5% |
| 7D | -6.8% | -6.0% | -0.8% | -6.1% |
| 30D | -3.2% | +10.7% | -13.8% | -4.4% |
| 3M | +6.5% | +1.2% | +5.3% | +6.2% |
| 6M | +5.7% | +1.5% | +4.3% | +5.1% |
| YTD | -4.6% | -21.8% | +17.1% | -2.7% |
| 1Y | -1.6% | -30.2% | +28.6% | +1.1% |
| 3Y | +86.4% | -20.1% | +106.5% | +80.7% |
| 5Y | +50.3% | -70.5% | +120.8% | +64.3% |
| All | +365.6% | -75.1% | +440.7% | +327.1% |
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