+1,505.8%
CIEN vs PSKY
-63.1%
+1,568.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.8% | -1.9% | -7.5% |
| 7D | -26.0% | -24.6% | -1.5% | -29.4% |
| 30D | +4.1% | -36.1% | +40.2% | -3.0% |
| 3M | +654.0% | -39.9% | +693.9% | +639.5% |
| 6M | +654.0% | -39.9% | +693.9% | +639.5% |
| YTD | +654.0% | -39.9% | +693.9% | +639.5% |
| 1Y | +654.0% | -39.9% | +693.9% | +639.5% |
| 3Y | +664.7% | -40.7% | +705.4% | +645.8% |
| 5Y | +536.8% | -80.0% | +616.8% | +755.5% |
| 10Y | +1,499.7% | -84.4% | +1,584.1% | +1,782.7% |
| All | +1,505.8% | -63.1% | +1,568.9% | +1,002.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling