+174.5%
CHRW vs PSKY
-76.1%
+250.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.9% |
| 7D | +4.1% | -6.8% | +10.9% | +4.9% |
| 30D | +1.9% | +10.2% | -8.4% | +0.6% |
| 3M | -21.2% | +0.3% | -21.4% | -21.3% |
| 6M | -16.7% | -7.8% | -8.9% | -16.3% |
| YTD | -5.4% | -23.0% | +17.6% | -3.2% |
| 1Y | +21.2% | -31.6% | +52.8% | +24.8% |
| 3Y | +86.5% | -21.3% | +107.8% | +81.6% |
| 5Y | +93.0% | -71.5% | +164.5% | +106.4% |
| 10Y | +174.5% | -75.6% | +250.1% | +187.7% |
| All | +174.5% | -76.1% | +250.6% | +187.7% |
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