+138.3%
CHRW vs PSKY
-84.9%
+223.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.8% | +1.8% | -2.4% |
| 7D | -2.0% | -24.6% | +22.6% | +0.8% |
| 30D | -11.3% | -36.1% | +24.8% | -6.9% |
| 3M | -18.0% | -37.1% | +19.1% | -14.4% |
| 6M | -22.6% | -40.5% | +17.9% | -18.8% |
| YTD | -12.3% | -47.7% | +35.4% | -7.0% |
| 1Y | +12.4% | -58.4% | +70.8% | +22.0% |
| 3Y | +74.0% | -40.7% | +114.7% | +73.1% |
| 5Y | +65.1% | -80.0% | +145.1% | +82.4% |
| All | +138.3% | -84.9% | +223.2% | +153.4% |
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