+253.9%
XLI vs PSKY
-74.6%
+328.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.1% | +0.7% |
| 7D | -1.7% | -2.4% | +0.7% | -1.3% |
| 30D | -7.3% | +11.6% | -18.8% | -8.9% |
| 3M | -1.3% | +1.5% | -2.9% | -1.9% |
| 6M | +2.2% | +7.7% | -5.5% | +0.3% |
| YTD | +11.7% | -20.1% | +31.8% | +14.2% |
| 1Y | +14.3% | -38.3% | +52.5% | +21.0% |
| 3Y | +70.3% | -17.7% | +88.1% | +62.2% |
| 5Y | +82.3% | -69.9% | +152.2% | +104.3% |
| All | +253.9% | -74.6% | +328.5% | +216.1% |
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