+402.6%
XME vs PSKY
-74.6%
+477.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.4% |
| 7D | -4.2% | -2.4% | -1.8% | -3.8% |
| 30D | -2.7% | +11.6% | -14.3% | -5.0% |
| 3M | -3.9% | +1.5% | -5.5% | -4.6% |
| 6M | -1.0% | +7.7% | -8.7% | -3.2% |
| YTD | +9.8% | -20.1% | +29.9% | +13.3% |
| 1Y | +32.5% | -38.3% | +70.8% | +43.2% |
| 3Y | +124.3% | -17.7% | +142.1% | +110.7% |
| 5Y | +165.8% | -69.9% | +235.7% | +209.6% |
| All | +402.6% | -74.6% | +477.2% | +373.0% |
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 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