+178.7%
XHB vs PSKY
-32.5%
+211.2%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.5% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -6.9% | +24.0% | -30.9% | -13.5% |
| 3M | -1.3% | +2.2% | -3.4% | -2.5% |
| 6M | -6.8% | -9.0% | +2.2% | -5.5% |
| YTD | +0.7% | -18.1% | +18.9% | +4.3% |
| 1Y | -11.2% | -25.1% | +13.9% | -7.5% |
| 3Y | +25.3% | -16.3% | +41.7% | +11.7% |
| 5Y | +37.3% | -70.4% | +107.7% | +66.3% |
| 10Y | +211.5% | -74.2% | +285.7% | +214.8% |
| All | +178.7% | -32.5% | +211.2% | +93.1% |
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