+626.9%
CEG vs PSKY
-68.1%
+695.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.6% | -1.5% |
| 7D | +1.3% | -6.8% | +8.2% | +1.7% |
| 30D | +8.8% | +10.2% | -1.4% | +8.3% |
| 3M | +17.0% | +0.3% | +16.7% | +16.8% |
| 6M | -8.7% | -7.8% | -1.0% | -8.5% |
| YTD | -16.4% | -23.0% | +6.5% | -15.6% |
| 1Y | -1.8% | -31.6% | +29.9% | -0.4% |
| 3Y | +175.8% | -21.3% | +197.1% | +172.4% |
| All | +626.9% | -68.1% | +695.1% | +674.9% |
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