+421.7%
CL vs PSKY
-42.2%
+464.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -1.3% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -4.8% | +24.0% | -28.8% | -7.0% |
| 3M | +4.9% | +2.2% | +2.7% | +4.5% |
| 6M | -5.7% | -9.0% | +3.3% | -5.2% |
| YTD | +14.4% | -18.1% | +32.5% | +15.9% |
| 1Y | +8.7% | -25.1% | +33.9% | +10.6% |
| 3Y | +30.0% | -16.3% | +46.3% | +25.8% |
| 5Y | +28.4% | -70.4% | +98.7% | +37.1% |
| 10Y | +50.1% | -74.2% | +124.3% | +50.2% |
| All | +421.7% | -42.2% | +464.0% | +309.4% |
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