+92.6%
CHRW vs PSKY
-70.2%
+162.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.7% |
| 7D | +1.9% | +2.4% | -0.4% | +1.6% |
| 30D | +0.9% | +17.5% | -16.6% | -1.2% |
| 3M | -19.9% | +4.4% | -24.3% | -20.5% |
| 6M | -15.8% | -9.0% | -6.8% | -15.3% |
| YTD | -5.6% | -18.6% | +13.0% | -4.1% |
| 1Y | +21.0% | -27.7% | +48.8% | +23.9% |
| 3Y | +86.0% | -16.9% | +102.9% | +78.4% |
| All | +92.6% | -70.2% | +162.8% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling