+149.6%
EXC vs PSKY
-63.1%
+212.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.8% | +7.2% | +0.5% |
| 7D | +4.2% | -24.6% | +28.7% | -5.7% |
| 30D | +1.8% | -36.1% | +38.0% | -13.7% |
| 3M | +165.3% | -84.9% | +250.2% | +126.7% |
| 6M | +165.3% | -84.9% | +250.2% | +126.7% |
| YTD | +165.3% | -84.9% | +250.2% | +126.7% |
| 1Y | +165.3% | -84.9% | +250.2% | +126.7% |
| 3Y | +165.3% | -84.9% | +250.2% | +126.7% |
| 5Y | +165.3% | -84.9% | +250.2% | +126.7% |
| 10Y | +165.2% | -84.4% | +249.6% | +124.6% |
| All | +149.6% | -63.1% | +212.7% | +55.0% |
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