+715.4%
CAH vs PSKY
-45.6%
+761.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | +0.7% |
| 7D | -2.2% | -6.8% | +4.6% | -1.0% |
| 30D | +1.2% | +10.2% | -9.1% | -0.6% |
| 3M | +13.1% | +0.3% | +12.8% | +12.7% |
| 6M | +8.5% | -7.8% | +16.2% | +9.1% |
| YTD | +17.6% | -23.0% | +40.6% | +21.3% |
| 1Y | +60.7% | -31.6% | +92.3% | +67.5% |
| 3Y | +183.2% | -21.3% | +204.5% | +169.5% |
| 5Y | +402.2% | -71.5% | +473.7% | +459.5% |
| 10Y | +302.3% | -75.6% | +378.0% | +307.2% |
| All | +715.4% | -45.6% | +761.0% | +479.0% |
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