-24.7%
QS vs PSKY
-21.8%
-2.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -5.4% | -1.2% | -5.0% |
| 7D | -4.2% | -6.8% | +2.6% | -2.1% |
| 30D | -15.7% | +10.2% | -25.9% | -18.2% |
| 3M | -28.7% | +0.3% | -29.0% | -29.0% |
| 6M | -23.2% | -7.8% | -15.5% | -21.9% |
| YTD | -49.9% | -23.0% | -26.9% | -46.7% |
| 1Y | -38.8% | -31.6% | -7.2% | -32.2% |
| All | -24.7% | -21.8% | -2.8% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling