-58.5%
PSKY vs XPO
+18,640.9%
-18,699.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.7% | -4.9% |
| 7D | -24.6% | +1.7% | -26.3% | -24.5% |
| 30D | -36.1% | +3.4% | -39.6% | -36.0% |
| 3M | -85.1% | +1,246.6% | -1,331.8% | -16.3% |
| 6M | -85.1% | +1,246.6% | -1,331.8% | -16.3% |
| YTD | -85.1% | +1,246.6% | -1,331.8% | -16.3% |
| 1Y | -85.1% | +1,246.6% | -1,331.8% | -16.3% |
| 3Y | -85.1% | +1,246.6% | -1,331.8% | -16.3% |
| 5Y | -85.1% | +1,246.6% | -1,331.8% | -16.3% |
| 10Y | -84.4% | +1,477.7% | -1,562.1% | -14.3% |
| All | -58.5% | +18,640.9% | -18,699.4% | +69.1% |
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 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