-72.3%
PSKY vs TXG
+24.6%
-96.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -7.9% | -5.9% |
| 7D | -6.8% | +9.1% | -16.0% | -8.4% |
| 30D | +10.2% | +14.9% | -4.6% | +7.1% |
| 3M | +0.3% | +120.0% | -119.7% | -15.4% |
| 6M | -7.8% | +221.8% | -229.6% | -28.7% |
| YTD | -23.0% | +312.6% | -335.5% | -43.5% |
| 1Y | -31.6% | +398.4% | -430.1% | -52.5% |
| 3Y | -21.3% | +42.1% | -63.4% | -33.0% |
| 5Y | -71.5% | -63.5% | -8.0% | -72.1% |
| All | -72.3% | +24.6% | -96.9% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling