+118.5%
XLP vs PSKY
-85.1%
+203.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.8% | +5.9% | +1.4% |
| 7D | +5.0% | -24.6% | +29.6% | +6.6% |
| 30D | +4.5% | -36.1% | +40.6% | +7.2% |
| 3M | +5.6% | -34.6% | +40.2% | +7.7% |
| 6M | +9.1% | -40.5% | +49.6% | +11.9% |
| YTD | +15.0% | -47.7% | +62.6% | +18.7% |
| 1Y | +14.4% | -58.4% | +72.8% | +20.0% |
| 3Y | +40.8% | -40.7% | +81.5% | +39.5% |
| 5Y | +41.3% | -80.0% | +121.3% | +52.0% |
| All | +118.5% | -85.1% | +203.6% | +108.3% |
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