-70.6%
PSKY vs EXPD
+61.6%
-132.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.0% |
| 7D | -0.2% | -1.1% | +1.0% | +0.3% |
| 30D | +24.0% | +4.1% | +19.9% | +21.7% |
| 3M | +2.2% | +17.9% | -15.7% | -5.4% |
| 6M | -9.0% | +29.2% | -38.2% | -19.6% |
| YTD | -18.1% | +27.4% | -45.5% | -27.8% |
| 1Y | -25.1% | +56.8% | -81.9% | -41.4% |
| 3Y | -16.3% | +68.0% | -84.4% | -38.8% |
| All | -70.6% | +61.6% | -132.2% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling