-36.5%
CLF vs PSKY
-42.2%
+5.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.6% |
| 7D | +7.6% | -0.2% | +7.8% | +7.7% |
| 30D | -1.2% | +24.0% | -25.2% | -11.6% |
| 3M | -13.4% | +2.2% | -15.5% | -15.2% |
| 6M | +15.4% | -9.0% | +24.4% | +18.1% |
| YTD | -5.9% | -18.1% | +12.3% | -0.9% |
| 1Y | +18.8% | -25.1% | +43.9% | +27.0% |
| 3Y | -19.4% | -16.3% | -3.1% | -33.4% |
| 5Y | -47.7% | -70.4% | +22.6% | -30.1% |
| 10Y | +130.4% | -74.2% | +204.5% | +149.0% |
| All | -36.5% | -42.2% | +5.8% | -73.3% |
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