+3.4%
CLX vs PSKY
-84.9%
+88.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.9% | +1.1% |
| 7D | +3.9% | -24.6% | +28.5% | +4.3% |
| 30D | -2.5% | -36.1% | +33.7% | -1.9% |
| 3M | -4.4% | -37.1% | +32.7% | -3.8% |
| 6M | -12.9% | -40.5% | +27.7% | -12.2% |
| YTD | -10.5% | -47.7% | +37.1% | -9.6% |
| 1Y | -22.5% | -58.4% | +35.9% | -21.1% |
| 3Y | -21.8% | -40.7% | +18.9% | -22.6% |
| 5Y | -36.4% | -80.0% | +43.6% | -35.1% |
| All | +3.4% | -84.9% | +88.3% | +15.1% |
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