+287.5%
CAH vs PSKY
-74.6%
+362.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.8% |
| 7D | -5.1% | -2.4% | -2.7% | -4.9% |
| 30D | +0.2% | +11.6% | -11.4% | -1.0% |
| 3M | +6.3% | +1.5% | +4.8% | +5.9% |
| 6M | +9.4% | +7.7% | +1.7% | +8.0% |
| YTD | +15.0% | -20.1% | +35.1% | +16.7% |
| 1Y | +55.4% | -38.3% | +93.7% | +61.6% |
| 3Y | +173.8% | -17.7% | +191.6% | +164.9% |
| 5Y | +395.2% | -69.9% | +465.1% | +442.8% |
| All | +287.5% | -74.6% | +362.1% | +280.5% |
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