+926.8%
XBI vs PSKY
-36.4%
+963.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -0.3% |
| 7D | -3.6% | -6.8% | +3.2% | -2.0% |
| 30D | +0.9% | +10.2% | -9.4% | -1.6% |
| 3M | +21.4% | +0.3% | +21.1% | +20.8% |
| 6M | +25.5% | -7.8% | +33.3% | +26.7% |
| YTD | +30.8% | -23.0% | +53.8% | +36.6% |
| 1Y | +68.6% | -31.6% | +100.2% | +78.5% |
| 3Y | +103.9% | -21.3% | +125.2% | +92.6% |
| 5Y | +20.8% | -71.5% | +92.2% | +42.5% |
| 10Y | +164.0% | -75.6% | +239.6% | +182.9% |
| All | +926.8% | -36.4% | +963.2% | +721.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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