-17.7%
PSKY vs QSR
+25.8%
-43.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | -2.4% | -4.0% | +1.6% | -1.4% |
| 30D | +11.6% | +2.8% | +8.8% | +10.8% |
| 3M | +1.5% | +5.1% | -3.6% | +0.2% |
| 6M | +7.7% | +8.8% | -1.1% | +4.5% |
| YTD | -20.1% | +14.8% | -34.9% | -23.4% |
| 1Y | -38.3% | +25.7% | -64.0% | -42.3% |
| 3Y | -17.7% | +27.5% | -45.3% | -27.1% |
| All | -17.7% | +25.8% | -43.5% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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