+432.8%
XYL vs PSKY
-38.7%
+471.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | -5.0% | -0.2% | -4.9% | -5.0% |
| 30D | -13.2% | +24.0% | -37.2% | -16.3% |
| 3M | -3.7% | +2.2% | -5.9% | -4.3% |
| 6M | -17.7% | -9.0% | -8.7% | -17.1% |
| YTD | -21.5% | -18.1% | -3.4% | -20.0% |
| 1Y | -24.5% | -25.1% | +0.6% | -22.7% |
| 3Y | +6.9% | -16.3% | +23.3% | +1.0% |
| 5Y | -18.1% | -70.4% | +52.3% | -7.6% |
| 10Y | +134.7% | -74.2% | +208.9% | +126.2% |
| All | +432.8% | -38.7% | +471.5% | +285.2% |
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 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