+305.2%
CG vs PSKY
-74.6%
+379.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.2% |
| 7D | -9.9% | -2.4% | -7.5% | -9.3% |
| 30D | -11.7% | +11.6% | -23.2% | -14.0% |
| 3M | -4.3% | +1.5% | -5.8% | -5.0% |
| 6M | -8.8% | +7.7% | -16.5% | -11.2% |
| YTD | -26.9% | -20.1% | -6.8% | -24.4% |
| 1Y | -35.4% | -38.3% | +2.9% | -29.4% |
| 3Y | +43.0% | -17.7% | +60.8% | +33.2% |
| 5Y | +1.9% | -69.9% | +71.8% | +21.7% |
| All | +305.2% | -74.6% | +379.7% | +259.3% |
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 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