+82.5%
XOP vs PSKY
-34.5%
+117.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | +2.6% | -0.2% | +2.7% | +2.5% |
| 30D | +15.4% | +24.0% | -8.5% | +6.6% |
| 3M | +12.1% | +2.2% | +9.9% | +10.3% |
| 6M | +19.7% | -9.0% | +28.7% | +20.9% |
| YTD | +52.4% | -18.1% | +70.5% | +57.7% |
| 1Y | +47.6% | -25.1% | +72.7% | +53.4% |
| 3Y | +34.4% | -16.3% | +50.7% | +16.0% |
| 5Y | +154.4% | -70.4% | +224.8% | +206.7% |
| 10Y | +54.7% | -74.2% | +128.8% | +61.7% |
| All | +82.5% | -34.5% | +117.0% | -5.6% |
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 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