-35.7%
CLX vs PSKY
-70.7%
+35.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -3.5% | +2.4% | -5.9% | -3.6% |
| 30D | -11.9% | +17.5% | -29.4% | -12.4% |
| 3M | -2.6% | +4.4% | -7.1% | -2.9% |
| 6M | -18.2% | -9.0% | -9.1% | -18.0% |
| YTD | -5.9% | -18.6% | +12.7% | -5.4% |
| 1Y | -23.8% | -27.7% | +3.9% | -23.3% |
| 3Y | -33.6% | -16.9% | -16.7% | -34.8% |
| 5Y | -35.7% | -70.3% | +34.6% | -34.6% |
| All | -35.7% | -70.7% | +35.0% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling