+192.9%
XOM vs PSKY
-74.6%
+267.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.7% | +0.1% |
| 7D | +4.1% | -2.4% | +6.5% | +4.4% |
| 30D | +4.6% | +11.6% | -7.0% | +2.6% |
| 3M | +14.0% | +1.5% | +12.4% | +13.3% |
| 6M | +11.0% | +7.7% | +3.3% | +8.6% |
| YTD | +40.7% | -20.1% | +60.8% | +43.9% |
| 1Y | +52.3% | -38.3% | +90.6% | +61.5% |
| 3Y | +60.5% | -17.7% | +78.2% | +52.5% |
| 5Y | +266.4% | -69.9% | +336.3% | +311.5% |
| All | +192.9% | -74.6% | +267.5% | +141.9% |
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