+654.6%
XLV vs PSKY
-43.6%
+698.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.5% |
| 7D | -3.6% | -2.4% | -1.2% | -3.2% |
| 30D | -1.8% | +11.6% | -13.4% | -3.5% |
| 3M | +7.8% | +1.5% | +6.3% | +7.3% |
| 6M | +9.1% | +7.7% | +1.4% | +7.3% |
| YTD | +7.7% | -20.1% | +27.8% | +10.0% |
| 1Y | +20.4% | -38.3% | +58.7% | +27.0% |
| 3Y | +30.8% | -17.7% | +48.5% | +25.3% |
| 5Y | +34.6% | -69.9% | +104.5% | +46.6% |
| 10Y | +173.4% | -74.7% | +248.1% | +174.1% |
| All | +654.6% | -43.6% | +698.2% | +503.0% |
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