-81.0%
QID vs PSKY
-70.1%
-10.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.3% |
| 7D | +1.3% | -2.4% | +3.7% | +0.8% |
| 30D | +2.9% | +11.6% | -8.6% | +5.7% |
| 3M | -0.7% | +1.5% | -2.3% | 0.0% |
| 6M | -29.7% | +7.7% | -37.4% | -27.6% |
| YTD | -27.9% | -20.1% | -7.8% | -30.3% |
| 1Y | -34.6% | -38.3% | +3.7% | -40.1% |
| 3Y | -73.5% | -17.7% | -55.8% | -72.0% |
| All | -81.0% | -70.1% | -10.9% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling