+122.9%
XRT vs PSKY
-85.2%
+208.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | 0.0% |
| 7D | +3.5% | -24.6% | +28.0% | +8.5% |
| 30D | +2.0% | -36.1% | +38.1% | +10.4% |
| 3M | -8.2% | -77.9% | +69.8% | +8.0% |
| 6M | -8.2% | -77.9% | +69.8% | +8.0% |
| YTD | -8.2% | -77.9% | +69.8% | +8.0% |
| 1Y | -8.2% | -77.9% | +69.8% | +8.0% |
| 3Y | -8.2% | -77.9% | +69.8% | +8.0% |
| 5Y | +2.6% | -80.0% | +82.7% | +24.3% |
| All | +122.9% | -85.2% | +208.1% | +123.9% |
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