-25.1%
PSKY vs TXG
+372.5%
-397.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -0.2% | +1.8% | -2.0% | -0.4% |
| 30D | +24.0% | +32.0% | -8.0% | +19.8% |
| 3M | +2.2% | +87.0% | -84.8% | -6.7% |
| 6M | -9.0% | +180.1% | -189.0% | -22.9% |
| YTD | -18.1% | +284.1% | -302.3% | -32.8% |
| 1Y | -25.1% | +361.7% | -386.8% | -40.5% |
| All | -25.1% | +372.5% | -397.6% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling