+508.8%
QCOM vs PSKY
-42.2%
+551.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | +3.3% | -0.2% | +3.5% | +3.4% |
| 30D | +7.7% | +24.0% | -16.3% | +2.2% |
| 3M | -30.1% | +2.2% | -32.2% | -30.6% |
| 6M | +22.8% | -9.0% | +31.8% | +24.0% |
| YTD | +0.2% | -18.1% | +18.3% | +2.8% |
| 1Y | +7.9% | -25.1% | +33.0% | +11.4% |
| 3Y | +55.8% | -16.3% | +72.2% | +44.7% |
| 5Y | +30.1% | -70.4% | +100.4% | +51.5% |
| 10Y | +248.9% | -74.2% | +323.1% | +261.8% |
| All | +508.8% | -42.2% | +551.1% | +349.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling