-85.1%
PSKY vs EXPD
+340.7%
-425.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.1% |
| 7D | -24.6% | +1.4% | -25.9% | -25.1% |
| 30D | -36.1% | +1.2% | -37.3% | -36.5% |
| 3M | -37.1% | +25.7% | -62.8% | -44.8% |
| 6M | -40.5% | +33.9% | -74.5% | -49.9% |
| YTD | -47.7% | +32.2% | -79.8% | -56.0% |
| 1Y | -58.4% | +67.4% | -125.8% | -69.8% |
| 3Y | -40.7% | +70.6% | -111.3% | -58.6% |
| 5Y | -80.0% | +78.8% | -158.9% | -86.7% |
| All | -85.1% | +340.7% | -425.8% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling