+255.6%
XOM vs PSKY
-70.7%
+326.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | +1.9% | -6.0% | +7.8% | +2.3% |
| 30D | +4.1% | +10.7% | -6.6% | +3.2% |
| 3M | +10.4% | +1.2% | +9.2% | +10.1% |
| 6M | +13.0% | +1.5% | +11.5% | +12.4% |
| YTD | +40.1% | -21.8% | +61.8% | +42.1% |
| 1Y | +51.1% | -30.2% | +81.3% | +54.1% |
| 3Y | +57.7% | -20.1% | +77.8% | +54.4% |
| All | +255.6% | -70.7% | +326.3% | +316.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling