+34.1%
XLP vs PSKY
-70.3%
+104.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -0.9% | +24.0% | -24.9% | -1.9% |
| 3M | +3.8% | +2.2% | +1.6% | +3.6% |
| 6M | -1.7% | -9.0% | +7.2% | -1.5% |
| YTD | +10.3% | -18.1% | +28.4% | +10.9% |
| 1Y | +7.8% | -25.1% | +32.9% | +8.6% |
| 3Y | +27.2% | -16.3% | +43.5% | +25.3% |
| All | +34.1% | -70.3% | +104.4% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling