+157.5%
XLB vs PSKY
-85.2%
+242.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +1.4% |
| 7D | +3.0% | -24.6% | +27.6% | +6.7% |
| 30D | +1.3% | -36.1% | +37.5% | +7.4% |
| 3M | -1.7% | -36.0% | +34.3% | +3.1% |
| 6M | -0.8% | -40.5% | +39.8% | +5.1% |
| YTD | +13.7% | -47.7% | +61.4% | +21.9% |
| 1Y | +17.8% | -58.4% | +76.1% | +30.4% |
| 3Y | +37.6% | -40.7% | +78.3% | +35.3% |
| 5Y | +33.7% | -80.0% | +113.7% | +56.1% |
| All | +157.5% | -85.2% | +242.7% | +146.7% |
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