+10.7%
CARR vs PSKY
-70.1%
+80.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.2% |
| 7D | -3.8% | -2.4% | -1.4% | -3.5% |
| 30D | -8.9% | +11.6% | -20.5% | -10.1% |
| 3M | -17.3% | +1.5% | -18.8% | -17.6% |
| 6M | -1.4% | +7.7% | -9.1% | -2.9% |
| YTD | +10.0% | -20.1% | +30.1% | +12.0% |
| 1Y | -6.4% | -38.3% | +31.9% | -1.9% |
| 3Y | +1.5% | -17.7% | +19.3% | -2.1% |
| All | +10.7% | -70.1% | +80.8% | +25.4% |
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