+91.1%
EXPE vs PSKY
-70.7%
+161.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.6% | -7.3% | -7.8% |
| 7D | -9.8% | +2.4% | -12.1% | -10.2% |
| 30D | -11.5% | +17.5% | -29.0% | -14.7% |
| 3M | +21.7% | +4.4% | +17.3% | +20.2% |
| 6M | +10.4% | -9.0% | +19.4% | +11.8% |
| YTD | -2.5% | -18.6% | +16.1% | +0.4% |
| 1Y | +27.3% | -27.7% | +55.1% | +33.0% |
| 3Y | +153.5% | -16.9% | +170.4% | +137.1% |
| 5Y | +91.1% | -70.3% | +161.4% | +132.6% |
| All | +91.1% | -70.7% | +161.8% | +132.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling