+138.9%
CI vs PSKY
-74.7%
+213.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.8% |
| 7D | -2.0% | +2.4% | -4.4% | -2.3% |
| 30D | -1.8% | +17.5% | -19.3% | -4.0% |
| 3M | -4.2% | +4.4% | -8.7% | -5.0% |
| 6M | +2.7% | -9.0% | +11.7% | +3.4% |
| YTD | +1.9% | -18.6% | +20.5% | +3.7% |
| 1Y | -6.3% | -27.7% | +21.5% | -3.6% |
| 3Y | +3.9% | -16.9% | +20.7% | -0.2% |
| 5Y | +41.9% | -70.3% | +112.1% | +58.9% |
| All | +138.9% | -74.7% | +213.7% | +112.2% |
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