+92.9%
CAG vs PSKY
-45.6%
+138.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.4% |
| 7D | -6.6% | -6.8% | +0.2% | -5.9% |
| 30D | +2.3% | +10.2% | -7.9% | +1.1% |
| 3M | +16.3% | +0.3% | +16.0% | +16.1% |
| 6M | -16.0% | -7.8% | -8.3% | -15.6% |
| YTD | -7.7% | -23.0% | +15.3% | -5.7% |
| 1Y | -16.0% | -31.6% | +15.6% | -13.7% |
| 3Y | -37.7% | -21.3% | -16.4% | -39.3% |
| 5Y | -41.2% | -71.5% | +30.2% | -36.8% |
| 10Y | -33.8% | -75.6% | +41.8% | -31.4% |
| All | +92.9% | -45.6% | +138.6% | +65.9% |
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 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