+40.4%
MXL vs PSKY
-70.1%
+110.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.1% | +5.4% | +7.1% |
| 7D | +18.9% | -2.4% | +21.2% | +19.3% |
| 30D | +0.3% | +11.6% | -11.3% | -2.1% |
| 3M | -8.0% | +1.5% | -9.6% | -8.8% |
| 6M | +341.2% | +7.7% | +333.5% | +330.6% |
| YTD | +327.8% | -20.1% | +347.9% | +340.7% |
| 1Y | +364.9% | -38.3% | +403.2% | +403.9% |
| 3Y | +229.2% | -17.7% | +247.0% | +208.8% |
| All | +40.4% | -70.1% | +110.5% | +86.1% |
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