-39.4%
PSKY vs EXPD
+76.3%
-115.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -5.2% |
| 7D | -24.6% | +1.4% | -25.9% | -24.2% |
| 30D | -36.1% | +1.2% | -37.3% | -35.9% |
| 3M | -54.8% | +40.7% | -95.5% | -44.8% |
| 6M | -54.8% | +40.7% | -95.5% | -44.8% |
| YTD | -54.8% | +40.7% | -95.5% | -44.8% |
| 1Y | -58.4% | +67.4% | -125.8% | -52.3% |
| All | -39.4% | +76.3% | -115.7% | -34.3% |
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