+237.8%
XME vs PSKY
-34.5%
+272.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.8% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | +6.0% | +24.0% | -18.0% | -2.0% |
| 3M | -7.7% | +2.2% | -9.9% | -8.9% |
| 6M | +1.0% | -9.0% | +9.9% | +2.7% |
| YTD | +14.6% | -18.1% | +32.8% | +19.2% |
| 1Y | +46.0% | -25.1% | +71.1% | +52.7% |
| 3Y | +127.0% | -16.3% | +143.4% | +98.9% |
| 5Y | +175.8% | -70.4% | +246.2% | +237.6% |
| 10Y | +414.6% | -74.2% | +488.8% | +426.4% |
| All | +237.8% | -34.5% | +272.2% | +61.4% |
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