+8,828.7%
QLD vs PSKY
-57.6%
+8,886.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.8% | -0.2% | -3.0% |
| 7D | -10.9% | -24.6% | +13.7% | -1.1% |
| 30D | -0.4% | -36.1% | +35.7% | +17.4% |
| 3M | -4.3% | -37.1% | +32.8% | +11.5% |
| 6M | +17.4% | -40.5% | +57.9% | +39.6% |
| YTD | +24.7% | -47.7% | +72.4% | +52.1% |
| 1Y | +28.8% | -58.4% | +87.1% | +70.8% |
| 3Y | +181.1% | -40.7% | +221.8% | +160.7% |
| 5Y | +130.0% | -80.0% | +210.0% | +237.4% |
| 10Y | +1,593.5% | -84.4% | +1,678.0% | +2,051.9% |
| All | +8,828.7% | -57.6% | +8,886.3% | +7,306.9% |
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 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