+766.3%
NDAQ vs PSKY
-42.2%
+808.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.4% |
| 7D | -2.4% | -0.2% | -2.3% | -2.4% |
| 30D | +2.5% | +24.0% | -21.5% | -3.6% |
| 3M | +9.9% | +2.2% | +7.8% | +8.9% |
| 6M | +9.4% | -9.0% | +18.4% | +10.9% |
| YTD | +0.4% | -18.1% | +18.6% | +3.7% |
| 1Y | +4.0% | -25.1% | +29.1% | +8.1% |
| 3Y | +94.4% | -16.3% | +110.7% | +74.8% |
| 5Y | +56.7% | -70.4% | +127.1% | +81.9% |
| 10Y | +375.3% | -74.2% | +449.5% | +360.0% |
| All | +766.3% | -42.2% | +808.5% | +375.9% |
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