+232.4%
XLF vs PSKY
-42.6%
+274.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +0.2% | +2.4% | -2.2% | -0.6% |
| 30D | -0.5% | +17.5% | -18.0% | -5.7% |
| 3M | +10.6% | +4.4% | +6.2% | +8.5% |
| 6M | +14.3% | -9.0% | +23.3% | +15.9% |
| YTD | +5.5% | -18.6% | +24.1% | +9.3% |
| 1Y | +9.6% | -27.7% | +37.3% | +15.4% |
| 3Y | +75.2% | -16.9% | +92.0% | +54.2% |
| 5Y | +65.5% | -70.3% | +135.8% | +96.0% |
| 10Y | +246.4% | -74.9% | +321.4% | +247.7% |
| All | +232.4% | -42.6% | +274.9% | +73.2% |
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