-75.1%
PSKY vs XPO
+1,516.3%
-1,591.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -2.4% | -5.7% | +3.3% | -1.0% |
| 30D | +11.6% | -12.8% | +24.4% | +15.2% |
| 3M | +1.5% | -20.0% | +21.5% | +6.7% |
| 6M | +7.7% | -6.0% | +13.7% | +8.1% |
| YTD | -20.1% | +34.0% | -54.1% | -27.0% |
| 1Y | -38.3% | +35.6% | -73.8% | -44.3% |
| 3Y | -17.7% | +152.3% | -170.0% | -40.2% |
| 5Y | -69.9% | +264.4% | -334.2% | -81.3% |
| All | -75.1% | +1,516.3% | -1,591.4% | -88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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