+255.6%
MXL vs PSKY
+2.1%
+253.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.6% | +6.5% | +6.2% |
| 7D | +15.5% | +2.4% | +13.1% | +14.6% |
| 30D | -11.3% | +17.5% | -28.8% | -15.8% |
| 3M | -16.1% | +4.4% | -20.6% | -17.7% |
| 6M | +323.0% | -9.0% | +332.1% | +329.6% |
| YTD | +281.5% | -18.6% | +300.1% | +294.9% |
| 1Y | +319.3% | -27.7% | +347.0% | +341.5% |
| 3Y | +189.4% | -16.9% | +206.2% | +162.1% |
| 5Y | +26.0% | -70.3% | +96.3% | +57.4% |
| 10Y | +243.5% | -74.9% | +318.4% | +245.2% |
| All | +255.6% | +2.1% | +253.5% | +48.4% |
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 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