+580.6%
CF vs PSKY
-73.9%
+654.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.9% |
| 7D | +6.0% | -0.2% | +6.2% | +6.0% |
| 30D | +14.8% | +24.0% | -9.1% | +10.0% |
| 3M | +14.1% | +2.2% | +11.9% | +13.1% |
| 6M | +28.5% | -9.0% | +37.5% | +29.4% |
| YTD | +74.9% | -18.1% | +93.1% | +78.7% |
| 1Y | +61.7% | -25.1% | +86.8% | +66.0% |
| 3Y | +80.3% | -16.3% | +96.7% | +67.6% |
| 5Y | +226.0% | -70.4% | +296.3% | +281.1% |
| All | +580.6% | -73.9% | +654.5% | +443.4% |
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