+135.9%
XLU vs PSKY
-74.6%
+210.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | -1.6% | -2.4% | +0.8% | -1.4% |
| 30D | -3.3% | +11.6% | -14.9% | -4.3% |
| 3M | -3.2% | +1.5% | -4.7% | -3.4% |
| 6M | -7.0% | +7.7% | -14.7% | -8.0% |
| YTD | +0.6% | -20.1% | +20.7% | +1.9% |
| 1Y | +2.4% | -38.3% | +40.7% | +6.0% |
| 3Y | +46.3% | -17.7% | +64.0% | +42.6% |
| 5Y | +44.0% | -69.9% | +113.9% | +53.2% |
| All | +135.9% | -74.6% | +210.5% | +97.6% |
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