+98.6%
CNH vs PSKY
-84.9%
+183.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.8% | +1.9% | -2.0% |
| 7D | +1.8% | -24.6% | +26.4% | +7.0% |
| 30D | -15.6% | -36.1% | +20.5% | -8.4% |
| 3M | +21.6% | -53.8% | +75.5% | +34.4% |
| 6M | +21.6% | -53.8% | +75.5% | +34.4% |
| YTD | +21.6% | -53.8% | +75.5% | +34.4% |
| 1Y | +12.1% | -58.4% | +70.4% | +26.7% |
| 3Y | +4.7% | -40.7% | +45.4% | +1.1% |
| 5Y | -11.4% | -80.0% | +68.6% | +7.5% |
| All | +98.6% | -84.9% | +183.5% | +107.0% |
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 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