+33.5%
CART vs PSKY
-53.5%
+87.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.8% | +2.3% | -2.5% |
| 7D | +4.3% | -24.6% | +28.9% | +4.6% |
| 30D | +0.7% | -36.1% | +36.8% | +0.9% |
| 3M | +23.5% | -37.1% | +60.6% | +23.0% |
| 6M | +19.4% | -40.5% | +59.9% | +19.7% |
| YTD | +10.8% | -47.7% | +58.5% | +9.6% |
| All | +33.5% | -53.5% | +87.0% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling