+281.8%
QCOM vs PSKY
-76.1%
+357.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +2.3% |
| 7D | +4.4% | -6.8% | +11.2% | +5.7% |
| 30D | +9.4% | +10.2% | -0.9% | +7.3% |
| 3M | -13.7% | +0.3% | -13.9% | -14.0% |
| 6M | +28.9% | -7.8% | +36.6% | +29.6% |
| YTD | +4.7% | -23.0% | +27.7% | +8.1% |
| 1Y | +13.5% | -31.6% | +45.1% | +18.5% |
| 3Y | +77.1% | -21.3% | +98.4% | +69.5% |
| 5Y | +38.9% | -71.5% | +110.4% | +57.3% |
| 10Y | +281.8% | -75.6% | +357.4% | +277.8% |
| All | +281.8% | -76.1% | +357.9% | +277.8% |
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