+722.7%
XLI vs PSKY
-42.6%
+765.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +1.0% | +2.4% | -1.4% | +0.4% |
| 30D | -5.8% | +17.5% | -23.3% | -9.6% |
| 3M | +0.7% | +4.4% | -3.7% | -0.8% |
| 6M | +3.2% | -9.0% | +12.2% | +4.2% |
| YTD | +13.0% | -18.6% | +31.6% | +16.2% |
| 1Y | +16.8% | -27.7% | +44.5% | +21.7% |
| 3Y | +72.4% | -16.9% | +89.3% | +58.4% |
| 5Y | +82.8% | -70.3% | +153.0% | +110.0% |
| 10Y | +252.4% | -74.9% | +327.4% | +257.8% |
| All | +722.7% | -42.6% | +765.2% | +437.3% |
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 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