+385.7%
XLE vs PSKY
-63.1%
+448.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.8% | +7.3% | +1.7% |
| 7D | +4.9% | -24.6% | +29.4% | +0.7% |
| 30D | +6.4% | -36.1% | +42.5% | -0.5% |
| 3M | +190.8% | -85.0% | +275.8% | +170.6% |
| 6M | +190.8% | -85.0% | +275.8% | +170.6% |
| YTD | +190.8% | -85.0% | +275.8% | +170.6% |
| 1Y | +190.8% | -85.0% | +275.8% | +170.6% |
| 3Y | +190.8% | -85.0% | +275.8% | +170.6% |
| 5Y | +190.8% | -85.0% | +275.8% | +170.6% |
| 10Y | +193.5% | -84.4% | +277.9% | +168.4% |
| All | +385.7% | -63.1% | +448.8% | +153.4% |
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 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