+15.6%
XYL vs PSKY
-21.8%
+37.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -0.8% |
| 7D | +0.8% | -6.8% | +7.7% | +1.2% |
| 30D | -10.8% | +10.2% | -21.1% | -11.2% |
| 3M | -2.5% | +0.3% | -2.8% | -2.6% |
| 6M | -12.2% | -7.8% | -4.4% | -12.1% |
| YTD | -20.1% | -23.0% | +2.9% | -19.4% |
| 1Y | -20.6% | -31.6% | +11.0% | -19.7% |
| All | +15.6% | -21.8% | +37.4% | +14.9% |
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 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