-37.7%
CAG vs PSKY
-74.6%
+36.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.8% |
| 7D | -5.7% | -2.4% | -3.3% | -5.5% |
| 30D | -2.4% | +11.6% | -14.0% | -3.2% |
| 3M | +9.8% | +1.5% | +8.3% | +9.6% |
| 6M | -10.8% | +7.7% | -18.5% | -11.5% |
| YTD | -10.8% | -20.1% | +9.3% | -9.9% |
| 1Y | -19.0% | -38.3% | +19.3% | -16.9% |
| 3Y | -39.7% | -17.7% | -21.9% | -40.8% |
| 5Y | -43.0% | -69.9% | +26.9% | -40.2% |
| All | -37.7% | -74.6% | +36.9% | -32.9% |
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 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