-12.3%
PSKY vs EXPD
+69.2%
-81.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | -0.2% | -1.1% | +1.0% | +0.1% |
| 30D | +24.0% | +4.1% | +19.9% | +22.6% |
| 3M | +2.2% | +17.9% | -15.7% | -2.6% |
| 6M | -9.0% | +29.2% | -38.2% | -15.6% |
| YTD | -18.1% | +27.4% | -45.5% | -24.0% |
| 1Y | -25.1% | +56.8% | -81.9% | -35.9% |
| All | -12.3% | +69.2% | -81.5% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling