+571.2%
CEG vs PSKY
-78.3%
+649.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.8% | +3.5% | -3.0% |
| 7D | -9.0% | -24.6% | +15.6% | -17.2% |
| 30D | +2.6% | -36.1% | +38.7% | -12.3% |
| 3M | +128.3% | -38.5% | +166.8% | +110.1% |
| 6M | +128.3% | -38.5% | +166.8% | +110.1% |
| YTD | +128.3% | -38.5% | +166.8% | +110.1% |
| 1Y | +128.3% | -38.5% | +166.8% | +110.1% |
| 3Y | +136.8% | -40.7% | +177.5% | +117.7% |
| All | +571.2% | -78.3% | +649.5% | +573.3% |
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