+53.4%
CL vs PSKY
-74.5%
+127.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.4% |
| 7D | -1.4% | +2.4% | -3.7% | -1.5% |
| 30D | -5.2% | +17.5% | -22.7% | -5.9% |
| 3M | +3.3% | +4.4% | -1.1% | +3.0% |
| 6M | -4.4% | -9.0% | +4.7% | -4.2% |
| YTD | +13.9% | -18.6% | +32.5% | +14.6% |
| 1Y | +7.6% | -27.7% | +35.4% | +8.6% |
| 3Y | +29.6% | -16.9% | +46.4% | +28.0% |
| 5Y | +28.1% | -70.3% | +98.3% | +32.7% |
| 10Y | +53.4% | -74.9% | +128.3% | +47.5% |
| All | +53.4% | -74.5% | +127.9% | +47.5% |
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