+280.6%
CME vs PSKY
-76.1%
+356.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.4% |
| 7D | -0.6% | -6.8% | +6.2% | -0.2% |
| 30D | +4.7% | +10.2% | -5.6% | +3.9% |
| 3M | +7.8% | +0.3% | +7.6% | +7.7% |
| 6M | -11.0% | -7.8% | -3.2% | -10.8% |
| YTD | +4.0% | -23.0% | +27.0% | +5.3% |
| 1Y | +9.1% | -31.6% | +40.8% | +11.0% |
| 3Y | +52.3% | -21.3% | +73.6% | +49.5% |
| 5Y | +76.1% | -71.5% | +147.6% | +88.8% |
| 10Y | +280.6% | -75.6% | +356.2% | +232.2% |
| All | +280.6% | -76.1% | +356.7% | +232.2% |
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