+87.8%
NDAQ vs PSKY
-40.3%
+128.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +0.5% |
| 7D | +0.3% | -24.6% | +24.9% | +0.5% |
| 30D | +2.6% | -36.1% | +38.8% | +2.7% |
| 3M | +6.4% | -37.1% | +43.5% | +6.6% |
| 6M | +6.5% | -40.5% | +47.0% | +6.9% |
| YTD | -2.3% | -47.7% | +45.4% | -1.9% |
| 1Y | +8.3% | -58.4% | +66.6% | +9.3% |
| All | +87.8% | -40.3% | +128.0% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling