-58.5%
PSKY vs TXT
+113.1%
-171.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.0% | -5.9% | -5.3% |
| 7D | -24.6% | +2.4% | -27.0% | -25.4% |
| 30D | -36.1% | -5.8% | -30.4% | -34.1% |
| 3M | -53.8% | -7.4% | -46.5% | -53.3% |
| 6M | -53.8% | -7.4% | -46.5% | -53.3% |
| YTD | -53.8% | -7.4% | -46.5% | -53.3% |
| 1Y | -58.4% | -6.9% | -51.4% | -58.0% |
| 3Y | -40.7% | -3.9% | -36.7% | -42.3% |
| 5Y | -80.0% | +3.2% | -83.2% | -81.3% |
| 10Y | -84.4% | +103.7% | -188.1% | -90.4% |
| All | -58.5% | +113.1% | -171.6% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling