+1,638.8%
QLD vs PSKY
-85.0%
+1,723.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.8% | -0.2% | -5.7% |
| 7D | -10.9% | -24.6% | +13.7% | -14.0% |
| 30D | -0.4% | -36.1% | +35.7% | -5.9% |
| 3M | +100.7% | -78.1% | +178.8% | +86.2% |
| 6M | +100.7% | -78.1% | +178.8% | +86.2% |
| YTD | +100.7% | -78.1% | +178.8% | +86.2% |
| 1Y | +100.7% | -78.1% | +178.8% | +86.2% |
| 3Y | +100.7% | -78.1% | +178.8% | +86.2% |
| 5Y | +130.0% | -80.0% | +210.0% | +119.6% |
| All | +1,638.8% | -85.0% | +1,723.8% | +1,336.3% |
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