+172.0%
XHB vs PSKY
-32.8%
+204.8%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.9% | -2.2% |
| 7D | +0.2% | +2.4% | -2.2% | -0.6% |
| 30D | -9.1% | +17.5% | -26.6% | -13.9% |
| 3M | -2.3% | +4.4% | -6.8% | -4.3% |
| 6M | -4.1% | -9.0% | +4.9% | -2.8% |
| YTD | -1.7% | -18.6% | +16.9% | +1.9% |
| 1Y | -15.1% | -27.7% | +12.6% | -10.4% |
| 3Y | +26.8% | -16.9% | +43.7% | +13.4% |
| 5Y | +37.3% | -70.3% | +107.6% | +66.0% |
| 10Y | +205.7% | -74.9% | +280.6% | +213.4% |
| All | +172.0% | -32.8% | +204.8% | +88.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling