+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% | +1.8% |
| 7D | +0.3% | -24.6% | +24.9% | +6.9% |
| 30D | +2.6% | -36.1% | +38.8% | +13.9% |
| 3M | +6.4% | -37.1% | +43.5% | +15.4% |
| 6M | +6.5% | -40.5% | +47.0% | +16.9% |
| YTD | -2.3% | -47.7% | +45.4% | +9.5% |
| 1Y | +8.3% | -58.4% | +66.6% | +28.1% |
| 3Y | +94.5% | -40.7% | +135.2% | +83.9% |
| 5Y | +48.7% | -80.0% | +128.8% | +83.8% |
| 10Y | +390.8% | -84.4% | +475.2% | +430.8% |
| All | +743.1% | -63.1% | +806.2% | +402.4% |
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