+93.9%
QQQ vs PSKY
-71.2%
+165.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.6% | -1.2% |
| 7D | -1.3% | -6.0% | +4.7% | -0.6% |
| 30D | -1.4% | +10.7% | -12.0% | -2.5% |
| 3M | +2.3% | +1.2% | +1.1% | +2.0% |
| 6M | +16.9% | +1.5% | +15.4% | +16.2% |
| YTD | +15.6% | -21.8% | +37.4% | +17.9% |
| 1Y | +22.6% | -30.2% | +52.8% | +25.8% |
| 3Y | +93.5% | -20.1% | +113.6% | +86.8% |
| 5Y | +93.9% | -70.5% | +164.4% | +119.4% |
| All | +93.9% | -71.2% | +165.1% | +119.4% |
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