+851.2%
CDW vs PSKY
-81.7%
+933.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.8% | +2.3% | -1.7% |
| 7D | +5.8% | -24.6% | +30.4% | +10.0% |
| 30D | -0.8% | -36.1% | +35.3% | +5.9% |
| 3M | +7.1% | -53.8% | +61.0% | +16.3% |
| 6M | +7.1% | -53.8% | +61.0% | +16.3% |
| YTD | +7.1% | -53.8% | +61.0% | +16.3% |
| 1Y | +1.6% | -58.4% | +60.0% | +12.4% |
| 3Y | -24.6% | -40.7% | +16.0% | -26.7% |
| 5Y | -9.3% | -80.0% | +70.7% | +5.7% |
| 10Y | +284.9% | -84.4% | +369.3% | +278.7% |
| All | +851.2% | -81.7% | +933.0% | +810.7% |
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