+147.8%
XEL vs PSKY
-74.6%
+222.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | 0.0% |
| 7D | -0.3% | -2.4% | +2.1% | -0.1% |
| 30D | -3.9% | +11.6% | -15.5% | -4.7% |
| 3M | -2.8% | +1.5% | -4.3% | -3.0% |
| 6M | -5.4% | +7.7% | -13.1% | -6.2% |
| YTD | +3.8% | -20.1% | +23.9% | +4.8% |
| 1Y | +6.8% | -38.3% | +45.1% | +9.8% |
| 3Y | +45.6% | -17.7% | +63.3% | +42.7% |
| 5Y | +30.7% | -69.9% | +100.6% | +36.9% |
| All | +147.8% | -74.6% | +222.4% | +112.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling