-43.5%
QS vs PSKY
-54.7%
+11.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.3% |
| 7D | +2.2% | +2.4% | -0.2% | +1.1% |
| 30D | -8.1% | +17.5% | -25.6% | -14.7% |
| 3M | -27.0% | +4.4% | -31.5% | -29.0% |
| 6M | -16.4% | -9.0% | -7.4% | -14.3% |
| YTD | -46.4% | -18.6% | -27.8% | -43.3% |
| 1Y | -41.1% | -27.7% | -13.4% | -34.8% |
| 3Y | -18.6% | -16.9% | -1.8% | -26.0% |
| 5Y | -73.0% | -70.3% | -2.8% | -59.2% |
| All | -43.5% | -54.7% | +11.2% | -6.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling