-71.2%
PSKY vs TXG
+27.0%
-98.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | +1.5% |
| 7D | -2.4% | +9.5% | -11.9% | -4.1% |
| 30D | +11.6% | +18.8% | -7.2% | +7.7% |
| 3M | +1.5% | +136.1% | -134.6% | -15.5% |
| 6M | +7.7% | +235.2% | -227.5% | -17.5% |
| YTD | -20.1% | +320.5% | -340.6% | -41.6% |
| 1Y | -38.3% | +425.2% | -463.5% | -57.6% |
| 3Y | -17.7% | +42.9% | -60.6% | -30.0% |
| 5Y | -69.9% | -62.8% | -7.1% | -70.7% |
| All | -71.2% | +27.0% | -98.3% | -81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling