+863.2%
CDW vs PSKY
-71.4%
+934.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | +3.2% | -0.2% | +3.4% | +3.2% |
| 30D | +9.3% | +24.0% | -14.7% | +5.5% |
| 3M | +9.8% | +2.2% | +7.6% | +9.2% |
| 6M | +23.3% | -9.0% | +32.3% | +24.4% |
| YTD | +13.7% | -18.1% | +31.8% | +16.0% |
| 1Y | -6.5% | -25.1% | +18.6% | -4.2% |
| 3Y | -25.2% | -16.3% | -8.9% | -29.2% |
| 5Y | -19.5% | -70.4% | +50.9% | -9.2% |
| 10Y | +285.8% | -74.2% | +360.0% | +254.9% |
| All | +863.2% | -71.4% | +934.7% | +780.8% |
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 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