+433.4%
XLB vs PSKY
-63.1%
+496.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +1.8% |
| 7D | +3.0% | -24.6% | +27.6% | +8.6% |
| 30D | +1.3% | -36.1% | +37.5% | +10.6% |
| 3M | +17.6% | -54.8% | +72.4% | +29.8% |
| 6M | +17.6% | -54.8% | +72.4% | +29.8% |
| YTD | +17.6% | -54.8% | +72.4% | +29.8% |
| 1Y | +17.8% | -58.4% | +76.1% | +32.4% |
| 3Y | +37.6% | -40.7% | +78.3% | +28.0% |
| 5Y | +33.7% | -80.0% | +113.7% | +58.2% |
| 10Y | +168.3% | -84.4% | +252.7% | +187.1% |
| All | +433.4% | -63.1% | +496.5% | +271.0% |
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