-27.7%
CLX vs PSKY
-39.6%
+11.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.9% | +0.8% |
| 7D | +3.9% | -24.6% | +28.5% | +2.8% |
| 30D | -2.5% | -36.1% | +33.7% | -4.3% |
| 3M | -4.4% | -37.1% | +32.7% | -5.5% |
| 6M | -12.9% | -40.5% | +27.7% | -13.8% |
| YTD | -10.5% | -47.7% | +37.1% | -11.5% |
| 1Y | -22.5% | -58.4% | +35.9% | -23.4% |
| All | -27.7% | -39.6% | +11.9% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling