-75.6%
PSKY vs TXT
+103.1%
-178.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.4% | +2.0% |
| 7D | -6.0% | -0.2% | -5.8% | -5.9% |
| 30D | +10.7% | -10.2% | +20.9% | +16.7% |
| 3M | +1.2% | -13.3% | +14.4% | +7.8% |
| 6M | +1.5% | -14.4% | +15.8% | +7.8% |
| YTD | -21.8% | -9.1% | -12.7% | -19.8% |
| 1Y | -30.2% | -2.2% | -28.0% | -31.3% |
| 3Y | -20.1% | +5.1% | -25.2% | -26.3% |
| 5Y | -70.5% | +12.8% | -83.3% | -74.1% |
| All | -75.6% | +103.1% | -178.7% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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