+510.6%
XRT vs PSKY
-58.1%
+568.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | +0.4% |
| 7D | +3.5% | -24.6% | +28.0% | +10.4% |
| 30D | +2.0% | -36.1% | +38.1% | +13.7% |
| 3M | +8.4% | -58.0% | +66.4% | +23.8% |
| 6M | +8.4% | -58.0% | +66.4% | +23.8% |
| YTD | +8.4% | -58.0% | +66.4% | +23.8% |
| 1Y | +4.6% | -58.4% | +62.9% | +19.6% |
| 3Y | +49.7% | -40.7% | +90.4% | +36.4% |
| 5Y | +2.6% | -80.0% | +82.7% | +27.0% |
| 10Y | +134.0% | -84.4% | +218.4% | +167.8% |
| All | +510.6% | -58.1% | +568.7% | +420.3% |
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 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