+102.5%
CFG vs PSKY
-70.3%
+172.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.2% |
| 7D | +1.5% | -0.2% | +1.7% | +1.6% |
| 30D | -3.8% | +24.0% | -27.8% | -7.8% |
| 3M | +11.5% | +2.2% | +9.3% | +10.7% |
| 6M | +19.2% | -9.0% | +28.2% | +20.3% |
| YTD | +23.7% | -18.1% | +41.8% | +26.6% |
| 1Y | +38.8% | -25.1% | +64.0% | +43.0% |
| 3Y | +178.9% | -16.3% | +195.2% | +161.1% |
| All | +102.5% | -70.3% | +172.9% | +182.3% |
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