-35.5%
PSKY vs XPO
+18,981.2%
-19,016.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | +2.4% | +2.7% | -0.3% | +1.8% |
| 30D | +17.5% | -6.2% | +23.7% | +18.8% |
| 3M | +4.4% | -15.4% | +19.8% | +7.3% |
| 6M | -9.0% | +0.7% | -9.8% | -9.9% |
| YTD | -18.6% | +39.8% | -58.4% | -24.5% |
| 1Y | -27.7% | +43.3% | -71.0% | -33.6% |
| 3Y | -16.9% | +166.0% | -182.9% | -34.2% |
| 5Y | -70.3% | +274.2% | -344.4% | -78.6% |
| 10Y | -74.9% | +1,429.0% | -1,504.0% | -86.3% |
| All | -35.5% | +18,981.2% | -19,016.7% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling