+180.2%
CAH vs PSKY
-21.8%
+202.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | -0.1% |
| 7D | -2.2% | -6.8% | +4.6% | -2.1% |
| 30D | +1.2% | +10.2% | -9.1% | +1.0% |
| 3M | +13.1% | +0.3% | +12.8% | +13.0% |
| 6M | +8.5% | -7.8% | +16.2% | +8.5% |
| YTD | +17.6% | -23.0% | +40.6% | +18.0% |
| 1Y | +60.7% | -31.6% | +92.3% | +61.5% |
| All | +180.2% | -21.8% | +202.0% | +168.4% |
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 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