+8.4%
XRT vs PSKY
-56.6%
+65.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | -1.2% |
| 7D | +3.5% | -24.6% | +28.0% | +1.6% |
| 30D | +2.0% | -36.1% | +38.1% | -1.3% |
| 3M | +3.2% | -37.1% | +40.3% | +0.8% |
| 6M | +3.4% | -40.5% | +44.0% | +1.2% |
| YTD | +2.7% | -47.7% | +50.4% | 0.0% |
| All | +8.4% | -56.6% | +65.0% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling