+37.6%
XLC vs PSKY
-71.8%
+109.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | +0.2% |
| 7D | -1.4% | -6.8% | +5.4% | -0.4% |
| 30D | -0.9% | +10.2% | -11.1% | -2.4% |
| 3M | -0.3% | +0.3% | -0.6% | -0.6% |
| 6M | -5.2% | -7.8% | +2.6% | -4.6% |
| YTD | -5.3% | -23.0% | +17.7% | -2.6% |
| 1Y | -2.8% | -31.6% | +28.8% | +1.0% |
| 3Y | +71.2% | -21.3% | +92.5% | +64.4% |
| 5Y | +37.6% | -71.5% | +109.0% | +63.1% |
| All | +37.6% | -71.8% | +109.4% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling