+32.6%
CG vs PSKY
-39.6%
+72.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.7% | -0.3% |
| 7D | -5.3% | -24.6% | +19.3% | -1.2% |
| 30D | -13.0% | -36.1% | +23.1% | -6.6% |
| 3M | -32.5% | -54.8% | +22.3% | -24.4% |
| 6M | -32.5% | -54.8% | +22.3% | -24.4% |
| YTD | -32.5% | -54.8% | +22.3% | -24.4% |
| 1Y | -34.4% | -58.4% | +24.0% | -25.8% |
| All | +32.6% | -39.6% | +72.2% | +41.3% |
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