+176.1%
QLD vs PSKY
-16.0%
+192.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.5% |
| 7D | +0.6% | -0.2% | +0.7% | +0.6% |
| 30D | -0.1% | +24.0% | -24.1% | -2.1% |
| 3M | -8.4% | +2.2% | -10.5% | -8.6% |
| 6M | +32.2% | -9.0% | +41.2% | +32.7% |
| YTD | +28.9% | -18.1% | +47.0% | +30.2% |
| 1Y | +43.8% | -25.1% | +68.9% | +45.9% |
| All | +176.1% | -16.0% | +192.1% | +161.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling