+170.3%
NXPI vs PSKY
-85.2%
+255.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.1% | +0.3% |
| 7D | +0.8% | -24.6% | +25.4% | +6.6% |
| 30D | +2.7% | -36.1% | +38.9% | +12.5% |
| 3M | -24.5% | -36.0% | +11.5% | -17.5% |
| 6M | +8.1% | -40.5% | +48.7% | +19.7% |
| YTD | +7.0% | -47.7% | +54.7% | +20.4% |
| 1Y | +7.3% | -58.4% | +65.7% | +26.4% |
| 3Y | +21.1% | -40.7% | +61.7% | +20.1% |
| 5Y | +32.5% | -80.0% | +112.5% | +68.3% |
| All | +170.3% | -85.2% | +255.4% | +168.8% |
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