-22.8%
CDW vs PSKY
-70.7%
+47.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -5.1% |
| 7D | -3.9% | +2.4% | -6.2% | -4.1% |
| 30D | +6.9% | +17.5% | -10.6% | +5.3% |
| 3M | +7.7% | +4.4% | +3.2% | +7.2% |
| 6M | +18.3% | -9.0% | +27.3% | +19.0% |
| YTD | +7.8% | -18.6% | +26.4% | +9.2% |
| 1Y | -12.2% | -27.7% | +15.6% | -10.5% |
| 3Y | -28.9% | -16.9% | -12.1% | -31.0% |
| 5Y | -22.8% | -70.3% | +47.5% | -13.3% |
| All | -22.8% | -70.7% | +47.9% | -13.3% |
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