-74.9%
PSKY vs EXPD
+308.0%
-382.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | +0.2% |
| 7D | +2.4% | -0.9% | +3.3% | +2.8% |
| 30D | +17.5% | +4.1% | +13.5% | +15.1% |
| 3M | +4.4% | +13.8% | -9.3% | -2.8% |
| 6M | -9.0% | +27.3% | -36.3% | -20.8% |
| YTD | -18.6% | +25.4% | -44.0% | -29.2% |
| 1Y | -27.7% | +54.4% | -82.1% | -44.9% |
| 3Y | -16.9% | +67.9% | -84.7% | -41.4% |
| 5Y | -70.3% | +59.2% | -129.4% | -78.7% |
| 10Y | -74.9% | +308.6% | -383.5% | -89.8% |
| All | -74.9% | +308.0% | -382.9% | -89.8% |
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