+181.3%
XLE vs PSKY
-76.1%
+257.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +1.8% |
| 7D | +0.3% | -6.8% | +7.2% | +1.6% |
| 30D | +8.5% | +10.2% | -1.7% | +6.4% |
| 3M | +14.6% | +0.3% | +14.3% | +14.1% |
| 6M | +17.6% | -7.8% | +25.3% | +18.1% |
| YTD | +48.1% | -23.0% | +71.1% | +52.9% |
| 1Y | +53.8% | -31.6% | +85.4% | +60.6% |
| 3Y | +56.2% | -21.3% | +77.5% | +47.9% |
| 5Y | +227.7% | -71.5% | +299.2% | +280.7% |
| 10Y | +181.3% | -75.6% | +256.9% | +120.7% |
| All | +181.3% | -76.1% | +257.4% | +120.7% |
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