+1,917.5%
QQQ vs PSKY
-42.6%
+1,960.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +1.5% | +2.4% | -0.9% | +1.0% |
| 30D | -0.6% | +17.5% | -18.2% | -4.1% |
| 3M | +0.4% | +4.4% | -4.0% | -0.9% |
| 6M | +20.1% | -9.0% | +29.1% | +21.3% |
| YTD | +17.2% | -18.6% | +35.8% | +20.3% |
| 1Y | +24.7% | -27.7% | +52.4% | +29.6% |
| 3Y | +96.2% | -16.9% | +113.0% | +82.3% |
| 5Y | +94.4% | -70.3% | +164.7% | +121.7% |
| 10Y | +556.7% | -74.9% | +631.6% | +573.7% |
| All | +1,917.5% | -42.6% | +1,960.1% | +1,387.4% |
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 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