+159.8%
OXY vs PSKY
-42.6%
+202.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -0.5% | +2.4% | -2.9% | -1.3% |
| 30D | +8.5% | +17.5% | -9.0% | +2.6% |
| 3M | +6.0% | +4.4% | +1.6% | +3.7% |
| 6M | +13.0% | -9.0% | +22.0% | +13.9% |
| YTD | +48.9% | -18.6% | +67.5% | +53.9% |
| 1Y | +36.4% | -27.7% | +64.1% | +43.2% |
| 3Y | -2.3% | -16.9% | +14.6% | -14.4% |
| 5Y | +160.6% | -70.3% | +230.9% | +209.5% |
| 10Y | +2.0% | -74.9% | +76.9% | +9.0% |
| All | +159.8% | -42.6% | +202.3% | +41.6% |
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 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