-35.1%
PSKY vs TXT
+121.9%
-157.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | -0.2% | -4.8% | +4.6% | +2.1% |
| 30D | +24.0% | -10.6% | +34.6% | +30.6% |
| 3M | +2.2% | -13.2% | +15.4% | +8.4% |
| 6M | -9.0% | -20.3% | +11.4% | 0.0% |
| YTD | -18.1% | -9.3% | -8.9% | -16.0% |
| 1Y | -25.1% | -2.7% | -22.4% | -25.9% |
| 3Y | -16.3% | +1.4% | -17.7% | -20.5% |
| 5Y | -70.4% | +9.6% | -79.9% | -73.0% |
| 10Y | -74.2% | +94.9% | -169.1% | -83.6% |
| All | -35.1% | +121.9% | -157.0% | -72.3% |
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