+481.4%
CHRW vs PSKY
-42.2%
+523.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.4% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -3.5% | +24.0% | -27.4% | -7.8% |
| 3M | -19.4% | +2.2% | -21.6% | -20.0% |
| 6M | -21.4% | -9.0% | -12.4% | -20.6% |
| YTD | -7.1% | -18.1% | +11.0% | -4.7% |
| 1Y | +17.8% | -25.1% | +42.9% | +21.4% |
| 3Y | +78.8% | -16.3% | +95.1% | +68.2% |
| 5Y | +83.5% | -70.4% | +153.9% | +107.5% |
| 10Y | +160.2% | -74.2% | +234.4% | +166.6% |
| All | +481.4% | -42.2% | +523.6% | +340.5% |
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