+743.1%
NDAQ vs PSKY
-63.1%
+806.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | -3.8% |
| 7D | +0.3% | -24.6% | +24.9% | -21.9% |
| 30D | +2.6% | -36.1% | +38.8% | -31.2% |
| 3M | +396.7% | -85.1% | +481.8% | +278.0% |
| 6M | +396.7% | -85.1% | +481.8% | +278.0% |
| YTD | +396.7% | -85.1% | +481.8% | +278.0% |
| 1Y | +396.7% | -85.1% | +481.8% | +278.0% |
| 3Y | +396.7% | -85.1% | +481.8% | +278.0% |
| 5Y | +396.7% | -85.1% | +481.8% | +278.0% |
| 10Y | +390.8% | -84.4% | +475.2% | +264.8% |
| All | +743.1% | -63.1% | +806.2% | +245.2% |
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