+225.0%
XLE vs PSKY
-70.2%
+295.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | 0.0% | +2.4% | -2.4% | -0.2% |
| 30D | +12.6% | +17.5% | -4.9% | +11.0% |
| 3M | +11.8% | +4.4% | +7.4% | +11.3% |
| 6M | +16.1% | -9.0% | +25.1% | +16.7% |
| YTD | +46.9% | -18.6% | +65.5% | +48.8% |
| 1Y | +53.3% | -27.7% | +81.0% | +56.2% |
| 3Y | +54.9% | -16.9% | +71.8% | +50.6% |
| All | +225.0% | -70.2% | +295.3% | +292.4% |
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