+349.7%
COP vs PSKY
-85.2%
+434.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.8% | +8.2% | +4.0% |
| 7D | +9.3% | -24.6% | +33.8% | +12.7% |
| 30D | +7.2% | -36.1% | +43.3% | +13.0% |
| 3M | +66.6% | -58.0% | +124.6% | +77.0% |
| 6M | +66.6% | -58.0% | +124.6% | +77.0% |
| YTD | +66.6% | -58.0% | +124.6% | +77.0% |
| 1Y | +73.9% | -58.4% | +132.2% | +84.9% |
| 3Y | +27.7% | -40.7% | +68.4% | +14.9% |
| 5Y | +136.0% | -80.0% | +216.0% | +169.7% |
| All | +349.7% | -85.2% | +434.8% | +281.4% |
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