+41.1%
CI vs PSKY
-70.7%
+111.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | -2.6% | +2.4% | -4.9% | -2.7% |
| 30D | -2.4% | +17.5% | -19.9% | -3.3% |
| 3M | -4.8% | +4.4% | -9.2% | -5.1% |
| 6M | +2.1% | -9.0% | +11.2% | +2.5% |
| YTD | +1.4% | -18.6% | +20.0% | +2.1% |
| 1Y | -6.8% | -27.7% | +21.0% | -5.6% |
| 3Y | +3.3% | -16.9% | +20.1% | +2.0% |
| 5Y | +41.1% | -70.3% | +111.4% | +61.9% |
| All | +41.1% | -70.7% | +111.8% | +61.9% |
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