+47.9%
CART vs PSKY
-46.4%
+94.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.8% | +2.3% | -3.0% |
| 7D | +4.3% | -24.6% | +28.9% | +2.0% |
| 30D | +0.7% | -36.1% | +36.8% | -3.1% |
| 3M | +36.9% | -53.4% | +90.3% | +30.3% |
| 6M | +36.9% | -53.4% | +90.3% | +30.3% |
| YTD | +36.9% | -53.4% | +90.3% | +30.3% |
| 1Y | +27.8% | -58.4% | +86.2% | +21.7% |
| 3Y | +100.5% | -40.7% | +141.2% | +80.2% |
| All | +47.9% | -46.4% | +94.2% | +44.2% |
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