+139.8%
CBOE vs PSKY
-70.1%
+210.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.4% | -2.3% |
| 7D | -5.8% | -2.4% | -3.4% | -5.8% |
| 30D | -3.1% | +11.6% | -14.7% | -3.3% |
| 3M | -4.8% | +1.5% | -6.3% | -4.8% |
| 6M | -0.6% | +7.7% | -8.3% | -0.6% |
| YTD | +12.8% | -20.1% | +32.9% | +12.7% |
| 1Y | +19.8% | -38.3% | +58.1% | +19.5% |
| 3Y | +86.9% | -17.7% | +104.7% | +86.9% |
| All | +139.8% | -70.1% | +210.0% | +152.6% |
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