+440.6%
CIEN vs PSKY
-78.1%
+518.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.8% | -1.9% | -7.1% |
| 7D | -26.0% | -24.6% | -1.5% | -27.7% |
| 30D | +4.1% | -36.1% | +40.2% | +0.4% |
| 3M | +58.8% | -54.8% | +113.6% | +53.7% |
| 6M | +58.8% | -54.8% | +113.6% | +53.7% |
| YTD | +58.8% | -54.8% | +113.6% | +53.7% |
| 1Y | +94.8% | -58.4% | +153.2% | +90.4% |
| 3Y | +664.7% | -40.7% | +705.4% | +574.3% |
| All | +440.6% | -78.1% | +518.7% | +441.1% |
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