+248.8%
XLF vs PSKY
-74.6%
+323.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.5% | +0.3% |
| 7D | -1.5% | -2.4% | +0.9% | -1.1% |
| 30D | -1.2% | +11.6% | -12.7% | -3.1% |
| 3M | +9.2% | +1.5% | +7.6% | +8.6% |
| 6M | +16.3% | +7.7% | +8.6% | +14.0% |
| YTD | +5.4% | -20.1% | +25.5% | +8.0% |
| 1Y | +7.6% | -38.3% | +45.9% | +14.6% |
| 3Y | +74.2% | -17.7% | +91.9% | +64.6% |
| 5Y | +66.1% | -69.9% | +136.0% | +89.1% |
| All | +248.8% | -74.6% | +323.4% | +210.3% |
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