+358.9%
CBOE vs PSKY
-74.6%
+433.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.4% | -2.3% |
| 7D | -5.8% | -2.4% | -3.4% | -5.7% |
| 30D | -3.1% | +11.6% | -14.7% | -3.7% |
| 3M | -4.8% | +1.5% | -6.3% | -4.9% |
| 6M | -0.6% | +7.7% | -8.3% | -1.1% |
| YTD | +12.8% | -20.1% | +32.9% | +13.5% |
| 1Y | +19.8% | -38.3% | +58.1% | +21.7% |
| 3Y | +86.9% | -17.7% | +104.7% | +84.3% |
| 5Y | +136.5% | -69.9% | +206.4% | +148.9% |
| All | +358.9% | -74.6% | +433.4% | +336.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling