+38.0%
XLP vs PSKY
-44.4%
+82.5%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.8% | +5.9% | +0.7% |
| 7D | +5.0% | -24.6% | +29.6% | +3.1% |
| 30D | +4.5% | -36.1% | +40.6% | +1.3% |
| 3M | +18.5% | -53.4% | +71.9% | +14.3% |
| 6M | +18.5% | -53.4% | +71.9% | +14.3% |
| YTD | +18.5% | -53.4% | +71.9% | +14.3% |
| 1Y | +14.4% | -58.4% | +72.8% | +10.5% |
| All | +38.0% | -44.4% | +82.5% | +29.8% |
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