+398.3%
CAH vs PSKY
-71.2%
+469.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.2% | -1.7% |
| 7D | -5.1% | -6.0% | +0.9% | -4.9% |
| 30D | -1.8% | +10.7% | -12.4% | -2.1% |
| 3M | +9.4% | +1.2% | +8.2% | +9.3% |
| 6M | +9.2% | +1.5% | +7.8% | +9.0% |
| YTD | +15.7% | -21.8% | +37.4% | +16.3% |
| 1Y | +59.7% | -30.2% | +89.9% | +61.0% |
| 3Y | +178.5% | -20.1% | +198.6% | +176.0% |
| 5Y | +398.3% | -70.5% | +468.8% | +465.4% |
| All | +398.3% | -71.2% | +469.4% | +465.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling