-58.5%
PSKY vs EXEL
+676.9%
-735.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.0% | -3.9% | -4.7% |
| 7D | -24.6% | +4.0% | -28.5% | -25.2% |
| 30D | -36.1% | +10.7% | -46.8% | -37.4% |
| 3M | -54.8% | +42.8% | -97.6% | -59.8% |
| 6M | -54.8% | +42.8% | -97.6% | -59.8% |
| YTD | -54.8% | +42.8% | -97.6% | -59.8% |
| 1Y | -58.4% | +58.7% | -117.1% | -63.9% |
| 3Y | -40.7% | +188.5% | -229.2% | -55.5% |
| 5Y | -80.0% | +185.2% | -265.2% | -85.2% |
| 10Y | -84.4% | +449.7% | -534.1% | -91.0% |
| All | -58.5% | +676.9% | -735.4% | -88.3% |
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