+735.6%
CME vs PSKY
-63.1%
+798.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.8% | +6.3% | +2.6% |
| 7D | +4.7% | -24.6% | +29.3% | +10.1% |
| 30D | +4.8% | -36.1% | +40.9% | +14.1% |
| 3M | +5.5% | -37.1% | +42.6% | +14.0% |
| 6M | +0.2% | -40.5% | +40.7% | +9.4% |
| YTD | +11.3% | -47.7% | +59.0% | +23.5% |
| 1Y | +16.3% | -58.4% | +74.6% | +34.8% |
| 3Y | +52.6% | -40.7% | +93.3% | +47.6% |
| 5Y | +71.1% | -80.0% | +151.1% | +104.5% |
| 10Y | +309.5% | -84.4% | +393.9% | +337.3% |
| All | +735.6% | -63.1% | +798.7% | +448.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling