+337.5%
COP vs PSKY
-75.1%
+412.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | +1.0% | -6.0% | +7.0% | +2.2% |
| 30D | +9.6% | +10.7% | -1.1% | +7.2% |
| 3M | +15.0% | +1.2% | +13.9% | +14.2% |
| 6M | +21.8% | +1.5% | +20.3% | +19.9% |
| YTD | +49.6% | -21.8% | +71.4% | +54.3% |
| 1Y | +49.9% | -30.2% | +80.0% | +56.1% |
| 3Y | +22.6% | -20.1% | +42.7% | +14.6% |
| 5Y | +193.6% | -70.5% | +264.1% | +241.2% |
| All | +337.5% | -75.1% | +412.6% | +226.1% |
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