+10.9%
QCOM vs PSKY
-27.1%
+38.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.7% | +3.2% |
| 7D | +5.1% | +2.4% | +2.7% | +5.0% |
| 30D | +4.3% | +17.5% | -13.2% | +3.9% |
| 3M | -19.6% | +4.4% | -24.1% | -19.9% |
| 6M | +29.5% | -9.0% | +38.5% | +29.6% |
| YTD | +3.4% | -18.6% | +22.0% | +4.0% |
| 1Y | +10.9% | -27.7% | +38.6% | +14.2% |
| All | +10.9% | -27.1% | +38.1% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling