+31.8%
XHB vs PSKY
-71.2%
+103.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.6% |
| 7D | -5.2% | -6.0% | +0.7% | -4.3% |
| 30D | -12.1% | +10.7% | -22.8% | -13.6% |
| 3M | -6.2% | +1.2% | -7.4% | -6.6% |
| 6M | -6.7% | +1.5% | -8.2% | -7.6% |
| YTD | -5.5% | -21.8% | +16.3% | -2.8% |
| 1Y | -15.6% | -30.2% | +14.5% | -12.5% |
| 3Y | +22.0% | -20.1% | +42.1% | +17.2% |
| 5Y | +31.8% | -70.5% | +102.3% | +50.9% |
| All | +31.8% | -71.2% | +103.0% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling