+158.8%
XLB vs PSKY
-75.1%
+234.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | -3.5% | -6.0% | +2.4% | -2.6% |
| 30D | -4.7% | +10.7% | -15.3% | -6.2% |
| 3M | +2.7% | +1.2% | +1.6% | +2.3% |
| 6M | +2.6% | +1.5% | +1.1% | +1.7% |
| YTD | +12.8% | -21.8% | +34.6% | +15.8% |
| 1Y | +14.0% | -30.2% | +44.1% | +18.0% |
| 3Y | +31.5% | -20.1% | +51.6% | +26.2% |
| 5Y | +33.4% | -70.5% | +103.9% | +49.5% |
| All | +158.8% | -75.1% | +234.0% | +130.8% |
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 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