+43.4%
XRT vs PSKY
-12.8%
+56.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -0.3% | +2.4% | -2.6% | -0.5% |
| 30D | -5.6% | +17.5% | -23.2% | -7.3% |
| 3M | +2.5% | +4.4% | -1.9% | +2.0% |
| 6M | +3.7% | -9.0% | +12.7% | +4.3% |
| YTD | +1.0% | -18.6% | +19.6% | +2.5% |
| 1Y | -1.2% | -27.7% | +26.5% | +1.0% |
| 3Y | +43.4% | -16.9% | +60.2% | +39.2% |
| All | +43.4% | -12.8% | +56.1% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling