+220.7%
CF vs PSKY
-70.3%
+291.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -3.1% |
| 7D | +6.0% | -0.2% | +6.2% | +6.0% |
| 30D | +14.8% | +24.0% | -9.1% | +12.7% |
| 3M | +14.1% | +2.2% | +11.9% | +13.7% |
| 6M | +28.5% | -9.0% | +37.5% | +29.1% |
| YTD | +74.9% | -18.1% | +93.1% | +77.0% |
| 1Y | +61.7% | -25.1% | +86.8% | +64.0% |
| 3Y | +80.3% | -16.3% | +96.7% | +75.0% |
| All | +220.7% | -70.3% | +291.1% | +308.3% |
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