-78.5%
QID vs PSKY
-78.1%
-0.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.8% | +9.9% | +4.8% |
| 7D | +11.9% | -24.6% | +36.4% | +10.4% |
| 30D | -0.3% | -36.1% | +35.9% | -2.3% |
| 3M | -73.0% | -39.9% | -33.1% | -74.6% |
| 6M | -73.0% | -39.9% | -33.1% | -74.6% |
| YTD | -73.0% | -39.9% | -33.1% | -74.6% |
| 1Y | -73.0% | -39.9% | -33.1% | -74.6% |
| 3Y | -74.3% | -40.7% | -33.6% | -75.7% |
| All | -78.5% | -78.1% | -0.4% | -83.9% |
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