+9.5%
CME vs PSKY
-31.0%
+40.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -2.4% | -6.0% | +3.6% | -2.1% |
| 30D | +6.2% | +10.7% | -4.5% | +5.6% |
| 3M | +4.4% | +1.2% | +3.2% | +4.2% |
| 6M | -9.6% | +1.5% | -11.1% | -10.0% |
| YTD | +3.8% | -21.8% | +25.5% | +4.2% |
| 1Y | +9.5% | -30.2% | +39.7% | +10.0% |
| All | +9.5% | -31.0% | +40.6% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling