-81.6%
CHTR vs PSKY
-70.1%
-11.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.3% |
| 7D | -4.1% | -2.4% | -1.7% | -3.5% |
| 30D | -3.0% | +11.6% | -14.5% | -4.9% |
| 3M | +4.8% | +1.5% | +3.2% | +4.4% |
| 6M | -35.0% | +7.7% | -42.7% | -36.0% |
| YTD | -30.2% | -20.1% | -10.1% | -27.6% |
| 1Y | -44.8% | -38.3% | -6.5% | -40.3% |
| 3Y | -66.6% | -17.7% | -48.8% | -67.8% |
| All | -81.6% | -70.1% | -11.5% | -78.7% |
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 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