+156.4%
EXPE vs PSKY
-75.1%
+231.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.2% |
| 7D | -8.7% | -6.0% | -2.7% | -7.2% |
| 30D | -13.6% | +10.7% | -24.3% | -16.0% |
| 3M | +26.6% | +1.2% | +25.5% | +25.8% |
| 6M | +19.9% | +1.5% | +18.5% | +18.1% |
| YTD | -1.7% | -21.8% | +20.1% | +2.7% |
| 1Y | +29.4% | -30.2% | +59.6% | +37.2% |
| 3Y | +155.7% | -20.1% | +175.8% | +140.0% |
| 5Y | +93.1% | -70.5% | +163.6% | +133.7% |
| All | +156.4% | -75.1% | +231.5% | +90.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling