-38.4%
CLF vs PSKY
-63.1%
+24.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | +2.1% |
| 7D | -6.6% | -24.6% | +17.9% | +4.6% |
| 30D | +4.0% | -36.1% | +40.2% | +25.3% |
| 3M | +16.2% | -53.4% | +69.6% | +42.9% |
| 6M | +16.2% | -53.4% | +69.6% | +42.9% |
| YTD | +16.2% | -53.4% | +69.6% | +42.9% |
| 1Y | -10.6% | -58.4% | +47.7% | +17.4% |
| 3Y | -21.1% | -40.7% | +19.6% | -30.6% |
| 5Y | -43.5% | -80.0% | +36.5% | -18.0% |
| 10Y | +139.7% | -84.4% | +224.1% | +204.6% |
| All | -38.4% | -63.1% | +24.7% | -70.9% |
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