+446.8%
XLB vs PSKY
-42.2%
+489.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -0.4% | +24.0% | -24.4% | -5.7% |
| 3M | +2.0% | +2.2% | -0.2% | +1.0% |
| 6M | +1.8% | -9.0% | +10.8% | +2.9% |
| YTD | +16.6% | -18.1% | +34.7% | +19.8% |
| 1Y | +16.9% | -25.1% | +42.0% | +21.0% |
| 3Y | +32.6% | -16.3% | +48.9% | +21.8% |
| 5Y | +35.6% | -70.4% | +106.0% | +56.7% |
| 10Y | +160.0% | -74.2% | +234.2% | +161.4% |
| All | +446.8% | -42.2% | +489.0% | +265.3% |
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