+786.0%
XEL vs PSKY
-42.6%
+828.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +1.3% | +2.4% | -1.1% | +1.0% |
| 30D | -1.5% | +17.5% | -19.0% | -3.4% |
| 3M | -0.2% | +4.4% | -4.7% | -0.9% |
| 6M | -5.4% | -9.0% | +3.6% | -5.0% |
| YTD | +5.6% | -18.6% | +24.2% | +7.1% |
| 1Y | +10.5% | -27.7% | +38.2% | +12.8% |
| 3Y | +49.2% | -16.9% | +66.0% | +44.3% |
| 5Y | +30.1% | -70.3% | +100.4% | +39.1% |
| 10Y | +146.7% | -74.9% | +221.6% | +143.7% |
| All | +786.0% | -42.6% | +828.6% | +648.1% |
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