+777.2%
XLY vs PSKY
-43.6%
+820.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.3% |
| 7D | -1.7% | -2.4% | +0.7% | -1.1% |
| 30D | -4.2% | +11.6% | -15.8% | -7.0% |
| 3M | -2.7% | +1.5% | -4.2% | -3.4% |
| 6M | -0.6% | +7.7% | -8.3% | -3.6% |
| YTD | -5.0% | -20.1% | +15.1% | -1.6% |
| 1Y | -4.1% | -38.3% | +34.2% | +5.1% |
| 3Y | +33.6% | -17.7% | +51.3% | +22.6% |
| 5Y | +28.7% | -69.9% | +98.6% | +49.9% |
| 10Y | +219.6% | -74.7% | +294.3% | +229.0% |
| All | +777.2% | -43.6% | +820.9% | +499.3% |
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 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