+604.3%
CEG vs PSKY
-66.9%
+671.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.5% |
| 7D | -4.8% | -2.4% | -2.4% | -4.6% |
| 30D | +2.3% | +11.6% | -9.2% | +1.8% |
| 3M | +15.6% | +1.5% | +14.1% | +15.4% |
| 6M | -5.0% | +7.7% | -12.7% | -5.6% |
| YTD | -19.0% | -20.1% | +1.1% | -18.4% |
| 1Y | -10.0% | -38.3% | +28.3% | -8.2% |
| 3Y | +163.9% | -17.7% | +181.7% | +160.0% |
| All | +604.3% | -66.9% | +671.2% | +649.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling