+348.6%
MXL vs PSKY
-10.2%
+358.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -5.4% | +12.9% | +7.4% |
| 7D | +19.0% | -6.8% | +25.8% | +18.9% |
| 30D | +4.5% | +10.2% | -5.8% | +4.2% |
| 3M | -1.5% | +0.3% | -1.8% | -1.6% |
| 6M | +348.6% | -7.8% | +356.4% | +340.6% |
| All | +348.6% | -10.2% | +358.8% | +340.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling