+196.4%
CFG vs PSKY
-13.9%
+210.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.1% |
| 7D | +1.5% | -0.2% | +1.7% | +1.6% |
| 30D | -3.8% | +24.0% | -27.8% | -6.3% |
| 3M | +11.5% | +2.2% | +9.3% | +11.0% |
| 6M | +19.2% | -9.0% | +28.2% | +19.9% |
| YTD | +23.7% | -18.1% | +41.8% | +25.9% |
| 1Y | +38.8% | -25.1% | +64.0% | +42.1% |
| All | +196.4% | -13.9% | +210.3% | +172.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling