+232.1%
QCOM vs PSKY
-84.8%
+316.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.8% | +1.3% | -2.6% |
| 7D | -1.9% | -24.6% | +22.6% | +3.1% |
| 30D | -4.5% | -36.1% | +31.7% | +3.6% |
| 3M | +2.8% | -53.4% | +56.2% | +15.2% |
| 6M | +2.8% | -53.4% | +56.2% | +15.2% |
| YTD | +2.8% | -53.4% | +56.2% | +15.2% |
| 1Y | +7.1% | -58.4% | +65.4% | +22.7% |
| 3Y | +66.0% | -40.7% | +106.6% | +65.9% |
| 5Y | +47.4% | -80.0% | +127.4% | +77.3% |
| All | +232.1% | -84.8% | +316.9% | +254.2% |
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 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