-16.9%
PSKY vs EXEL
+160.6%
-177.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | +2.4% | +1.4% | +1.0% | +2.2% |
| 30D | +17.5% | +6.7% | +10.9% | +16.6% |
| 3M | +4.4% | +11.5% | -7.0% | +2.8% |
| 6M | -9.0% | +38.8% | -47.8% | -13.2% |
| YTD | -18.6% | +31.6% | -50.2% | -21.9% |
| 1Y | -27.7% | +53.0% | -80.7% | -32.4% |
| 3Y | -16.9% | +160.8% | -177.7% | -34.5% |
| All | -16.9% | +160.6% | -177.5% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling