+150.4%
EXC vs PSKY
-42.2%
+192.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.8% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | -3.7% | +24.0% | -27.7% | -7.3% |
| 3M | -1.3% | +2.2% | -3.5% | -1.9% |
| 6M | -9.7% | -9.0% | -0.7% | -9.0% |
| YTD | +2.9% | -18.1% | +21.0% | +4.8% |
| 1Y | +4.4% | -25.1% | +29.5% | +6.9% |
| 3Y | +22.2% | -16.3% | +38.5% | +15.2% |
| 5Y | +46.7% | -70.4% | +117.1% | +62.0% |
| 10Y | +155.3% | -74.2% | +229.5% | +149.5% |
| All | +150.4% | -42.2% | +192.7% | +82.1% |
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