+74.2%
XLF vs PSKY
-18.9%
+93.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.5% | +0.6% |
| 7D | -1.5% | -2.4% | +0.9% | -1.3% |
| 30D | -1.2% | +11.6% | -12.7% | -1.8% |
| 3M | +9.2% | +1.5% | +7.6% | +9.0% |
| 6M | +16.3% | +7.7% | +8.6% | +15.6% |
| YTD | +5.4% | -20.1% | +25.5% | +6.3% |
| 1Y | +7.6% | -38.3% | +45.9% | +10.0% |
| 3Y | +74.2% | -17.7% | +91.9% | +69.3% |
| All | +74.2% | -18.9% | +93.1% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling