-3.3%
CLX vs PSKY
-75.1%
+71.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.0% |
| 7D | -5.9% | -6.0% | +0.1% | -5.7% |
| 30D | -17.0% | +10.7% | -27.7% | -17.3% |
| 3M | -9.6% | +1.2% | -10.7% | -9.7% |
| 6M | -21.5% | +1.5% | -23.0% | -21.7% |
| YTD | -8.8% | -21.8% | +13.0% | -8.3% |
| 1Y | -24.7% | -30.2% | +5.5% | -24.1% |
| 3Y | -35.6% | -20.1% | -15.5% | -36.3% |
| 5Y | -37.6% | -70.5% | +32.9% | -36.7% |
| All | -3.3% | -75.1% | +71.8% | +9.3% |
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 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