+69.7%
XLC vs PSKY
-20.6%
+90.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | -1.7% | -6.0% | +4.3% | -1.2% |
| 30D | +0.2% | +10.7% | -10.5% | -0.6% |
| 3M | +0.7% | +1.2% | -0.5% | +0.5% |
| 6M | -4.5% | +1.5% | -5.9% | -4.8% |
| YTD | -4.7% | -21.8% | +17.0% | -3.6% |
| 1Y | -1.5% | -30.2% | +28.7% | +0.2% |
| All | +69.7% | -20.6% | +90.3% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling