+23.9%
CNH vs PSKY
-30.5%
+54.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.4% | +7.6% | +2.1% |
| 7D | +1.8% | -6.8% | +8.7% | +1.7% |
| 30D | +32.6% | +10.2% | +22.4% | +32.8% |
| 3M | +29.4% | +0.3% | +29.1% | +29.1% |
| 6M | +26.0% | -7.8% | +33.7% | +25.4% |
| YTD | +52.2% | -23.0% | +75.2% | +50.3% |
| 1Y | +23.9% | -31.6% | +55.5% | +22.7% |
| All | +23.9% | -30.5% | +54.4% | +22.7% |
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