+177.6%
FXI vs PSKY
-42.2%
+219.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +2.0% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | -0.6% | +24.0% | -24.5% | -6.3% |
| 3M | +1.9% | +2.2% | -0.3% | +0.8% |
| 6M | -0.2% | -9.0% | +8.8% | +0.9% |
| YTD | -5.6% | -18.1% | +12.6% | -2.9% |
| 1Y | -4.7% | -25.1% | +20.4% | -1.3% |
| 3Y | +38.0% | -16.3% | +54.4% | +26.0% |
| 5Y | -2.7% | -70.4% | +67.7% | +13.7% |
| 10Y | +19.9% | -74.2% | +94.1% | +19.8% |
| All | +177.6% | -42.2% | +219.8% | +96.2% |
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 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