+549.1%
XYZ vs PSKY
-84.8%
+633.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.8% | +2.4% | -1.3% |
| 7D | +0.8% | -24.6% | +25.4% | +6.7% |
| 30D | -2.0% | -36.1% | +34.1% | +7.7% |
| 3M | +19.0% | -53.4% | +72.4% | +31.4% |
| 6M | +19.0% | -53.4% | +72.4% | +31.4% |
| YTD | +19.0% | -53.4% | +72.4% | +31.4% |
| 1Y | +4.5% | -58.4% | +62.8% | +19.5% |
| 3Y | +74.0% | -40.7% | +114.7% | +59.9% |
| 5Y | -68.7% | -80.0% | +11.3% | -59.7% |
| All | +549.1% | -84.8% | +633.8% | +483.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling