-47.7%
QS vs PSKY
-56.5%
+8.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -1.5% |
| 7D | -5.0% | -6.0% | +1.0% | -2.3% |
| 30D | -18.3% | +10.7% | -29.0% | -22.1% |
| 3M | -26.0% | +1.2% | -27.2% | -26.9% |
| 6M | -24.0% | +1.5% | -25.5% | -25.6% |
| YTD | -50.3% | -21.8% | -28.5% | -46.5% |
| 1Y | -38.0% | -30.2% | -7.8% | -30.3% |
| 3Y | -24.6% | -20.1% | -4.5% | -30.2% |
| 5Y | -75.4% | -70.5% | -4.9% | -62.6% |
| All | -47.7% | -56.5% | +8.8% | -11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling