+1,549.0%
CDNS vs PSKY
-42.2%
+1,591.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.6% |
| 7D | -14.0% | -0.2% | -13.8% | -14.0% |
| 30D | -13.2% | +24.0% | -37.1% | -18.1% |
| 3M | -28.9% | +2.2% | -31.1% | -29.5% |
| 6M | -4.2% | -9.0% | +4.8% | -2.5% |
| YTD | -6.4% | -18.1% | +11.8% | -2.9% |
| 1Y | -16.2% | -25.1% | +8.9% | -12.6% |
| 3Y | +20.2% | -16.3% | +36.5% | +9.1% |
| 5Y | +76.6% | -70.4% | +147.0% | +106.6% |
| 10Y | +1,029.7% | -74.2% | +1,103.8% | +997.0% |
| All | +1,549.0% | -42.2% | +1,591.3% | +687.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling