+350.2%
CG vs PSKY
-58.7%
+408.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.2% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | -5.1% | +24.0% | -29.1% | -10.3% |
| 3M | +8.7% | +2.2% | +6.5% | +7.6% |
| 6M | -9.2% | -9.0% | -0.3% | -8.0% |
| YTD | -18.9% | -18.1% | -0.7% | -16.5% |
| 1Y | -25.6% | -25.1% | -0.5% | -22.8% |
| 3Y | +57.3% | -16.3% | +73.6% | +44.8% |
| 5Y | +10.2% | -70.4% | +80.5% | +33.7% |
| 10Y | +364.2% | -74.2% | +438.4% | +356.8% |
| All | +350.2% | -58.7% | +408.8% | +280.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling