-70.4%
PSKY vs TXG
-62.8%
-7.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.9% |
| 6M | +7.7% | +235.2% | -227.5% | -18.2% |
| YTD | -20.1% | +320.5% | -340.6% | -42.2% |
| 1Y | -38.3% | +425.2% | -463.5% | -58.2% |
| 3Y | -17.7% | +42.9% | -60.6% | -29.2% |
| All | -70.4% | -62.8% | -7.6% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling