-60.8%
CLSK vs PSKY
-77.8%
+16.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.1% | +4.7% | +6.1% |
| 7D | +7.7% | -2.4% | +10.1% | +8.5% |
| 30D | +12.2% | +11.6% | +0.7% | +8.0% |
| 3M | -15.5% | +1.5% | -17.0% | -16.8% |
| 6M | +39.3% | +7.7% | +31.6% | +33.8% |
| YTD | +35.1% | -20.1% | +55.2% | +40.4% |
| 1Y | +34.0% | -38.3% | +72.3% | +50.9% |
| 3Y | +226.3% | -17.7% | +244.0% | +206.1% |
| 5Y | +6.4% | -69.9% | +76.3% | +34.1% |
| All | -60.8% | -77.8% | +16.9% | -40.4% |
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