+152.4%
EXPE vs PSKY
-75.5%
+227.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | +0.7% |
| 7D | -11.5% | -6.8% | -4.7% | -9.9% |
| 30D | -13.1% | +10.2% | -23.3% | -15.4% |
| 3M | +18.1% | +0.3% | +17.9% | +17.6% |
| 6M | +13.3% | -7.8% | +21.0% | +14.4% |
| YTD | -3.2% | -23.0% | +19.7% | +1.5% |
| 1Y | +26.1% | -31.6% | +57.8% | +34.5% |
| 3Y | +151.7% | -21.3% | +173.0% | +137.2% |
| 5Y | +88.3% | -71.5% | +159.8% | +130.1% |
| All | +152.4% | -75.5% | +227.9% | +88.4% |
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