+147.1%
CI vs PSKY
-85.2%
+232.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.8% | +6.0% | +1.8% |
| 7D | +7.0% | -24.6% | +31.6% | +10.3% |
| 30D | +4.2% | -36.1% | +40.4% | +9.8% |
| 3M | +2.4% | -34.7% | +37.2% | +6.9% |
| 6M | +10.6% | -40.5% | +51.2% | +16.7% |
| YTD | +11.7% | -47.7% | +59.4% | +19.1% |
| 1Y | +6.2% | -58.4% | +64.6% | +16.6% |
| 3Y | +2.6% | -40.7% | +43.3% | +1.6% |
| 5Y | +60.9% | -80.0% | +140.9% | +87.0% |
| All | +147.1% | -85.2% | +232.3% | +125.5% |
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 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