+242.0%
COF vs PSKY
-74.6%
+316.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | 0.0% |
| 7D | -5.1% | -2.4% | -2.8% | -4.5% |
| 30D | -6.0% | +11.6% | -17.6% | -9.0% |
| 3M | +14.8% | +1.5% | +13.3% | +13.8% |
| 6M | +15.3% | +7.7% | +7.6% | +11.6% |
| YTD | -13.0% | -20.1% | +7.1% | -9.9% |
| 1Y | -5.7% | -38.3% | +32.6% | +4.1% |
| 3Y | +118.1% | -17.7% | +135.9% | +96.8% |
| 5Y | +46.2% | -69.9% | +116.1% | +80.4% |
| All | +242.0% | -74.6% | +316.6% | +180.4% |
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