+160.6%
XOP vs PSKY
-71.8%
+232.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +5.9% | +1.2% |
| 7D | +1.0% | -6.8% | +7.8% | +1.8% |
| 30D | +10.8% | +10.2% | +0.6% | +9.4% |
| 3M | +19.5% | +0.3% | +19.2% | +19.1% |
| 6M | +21.6% | -7.8% | +29.3% | +22.1% |
| YTD | +55.8% | -23.0% | +78.8% | +59.6% |
| 1Y | +54.6% | -31.6% | +86.3% | +59.7% |
| 3Y | +36.6% | -21.3% | +58.0% | +31.9% |
| 5Y | +160.6% | -71.5% | +232.1% | +252.3% |
| All | +160.6% | -71.8% | +232.5% | +252.3% |
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 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