-14.2%
XYL vs PSKY
-70.1%
+55.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.2% |
| 7D | +1.2% | -2.4% | +3.6% | +1.4% |
| 30D | -11.9% | +11.6% | -23.5% | -12.8% |
| 3M | -1.5% | +1.5% | -3.1% | -1.8% |
| 6M | -11.9% | +7.7% | -19.6% | -12.8% |
| YTD | -20.6% | -20.1% | -0.5% | -19.6% |
| 1Y | -23.5% | -38.3% | +14.8% | -20.9% |
| 3Y | +14.9% | -17.7% | +32.6% | +11.5% |
| All | -14.2% | -70.1% | +55.9% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling