-35.1%
PSKY vs EXEL
+636.7%
-671.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -0.2% | +8.4% | -8.6% | -1.8% |
| 30D | +24.0% | +4.1% | +19.9% | +22.8% |
| 3M | +2.2% | +12.4% | -10.2% | -0.5% |
| 6M | -9.0% | +41.5% | -50.5% | -15.5% |
| YTD | -18.1% | +34.6% | -52.8% | -23.5% |
| 1Y | -25.1% | +57.9% | -83.0% | -32.4% |
| 3Y | -16.3% | +159.5% | -175.8% | -33.4% |
| 5Y | -70.4% | +198.5% | -268.8% | -77.3% |
| 10Y | -74.2% | +411.4% | -485.5% | -84.4% |
| All | -35.1% | +636.7% | -671.8% | -80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling