-39.3%
CAG vs PSKY
-20.6%
-18.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -2.8% |
| 7D | -5.9% | -6.0% | +0.1% | -5.6% |
| 30D | -1.5% | +10.7% | -12.2% | -2.0% |
| 3M | +11.5% | +1.2% | +10.3% | +11.3% |
| 6M | -15.7% | +1.5% | -17.2% | -15.9% |
| YTD | -10.2% | -21.8% | +11.6% | -9.7% |
| 1Y | -18.1% | -30.2% | +12.1% | -17.5% |
| All | -39.3% | -20.6% | -18.7% | -39.7% |
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