-70.4%
PSKY vs XPO
+261.3%
-331.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.1% |
| 3M | +1.5% | -20.0% | +21.5% | +6.6% |
| 6M | +7.7% | -6.0% | +13.7% | +8.0% |
| YTD | -20.1% | +34.0% | -54.1% | -27.2% |
| 1Y | -38.3% | +35.6% | -73.8% | -44.4% |
| 3Y | -17.7% | +152.3% | -170.0% | -42.4% |
| All | -70.4% | +261.3% | -331.7% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling