+175.5%
EXE vs PSKY
-78.5%
+254.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | -2.2% | -6.0% | +3.8% | -1.7% |
| 30D | -0.8% | +10.7% | -11.5% | -1.6% |
| 3M | +10.0% | +1.2% | +8.9% | +9.8% |
| 6M | -6.3% | +1.5% | -7.8% | -6.8% |
| YTD | -10.7% | -21.8% | +11.1% | -9.4% |
| 1Y | +2.7% | -30.2% | +32.8% | +4.7% |
| 3Y | +19.1% | -20.1% | +39.2% | +16.5% |
| 5Y | +105.4% | -70.5% | +175.9% | +113.9% |
| All | +175.5% | -78.5% | +254.0% | +184.2% |
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