+116.3%
CLF vs PSKY
-74.5%
+190.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | +6.5% | +2.4% | +4.1% | +5.7% |
| 30D | +0.2% | +17.5% | -17.3% | -4.9% |
| 3M | -3.1% | +4.4% | -7.5% | -4.9% |
| 6M | +25.0% | -9.0% | +34.1% | +27.4% |
| YTD | -7.5% | -18.6% | +11.1% | -3.6% |
| 1Y | +11.5% | -27.7% | +39.2% | +18.9% |
| 3Y | -13.7% | -16.9% | +3.2% | -21.3% |
| 5Y | -47.0% | -70.3% | +23.3% | -31.6% |
| 10Y | +116.3% | -74.9% | +191.3% | +120.7% |
| All | +116.3% | -74.5% | +190.8% | +120.7% |
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