-78.2%
PSKY vs EXEL
+240.1%
-318.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.0% | -3.9% | -4.9% |
| 7D | -24.6% | +4.0% | -28.5% | -24.3% |
| 30D | -36.1% | +10.7% | -46.8% | -35.7% |
| 3M | -53.8% | +50.3% | -104.1% | -51.6% |
| 6M | -53.8% | +50.3% | -104.1% | -51.6% |
| YTD | -53.8% | +50.3% | -104.1% | -51.6% |
| 1Y | -58.4% | +58.7% | -117.1% | -57.0% |
| 3Y | -40.7% | +188.5% | -229.2% | -51.3% |
| All | -78.2% | +240.1% | -318.2% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling