-29.8%
PSKY vs BOXX
+18.5%
-48.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +1.9% |
| 7D | -2.4% | +0.1% | -2.4% | -2.6% |
| 30D | +11.6% | +0.3% | +11.3% | +10.0% |
| 3M | +1.5% | +1.0% | +0.5% | -3.5% |
| 6M | +7.7% | +1.9% | +5.8% | -2.0% |
| YTD | -20.1% | +2.7% | -22.8% | -29.2% |
| 1Y | -38.3% | +4.0% | -42.3% | -48.0% |
| 3Y | -17.7% | +14.7% | -32.4% | -47.2% |
| All | -29.8% | +18.5% | -48.2% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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