+565.2%
COPX vs PSKY
-74.6%
+639.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.5% |
| 7D | -2.3% | -2.4% | 0.0% | -1.9% |
| 30D | +0.3% | +11.6% | -11.3% | -2.2% |
| 3M | +6.8% | +1.5% | +5.3% | +6.0% |
| 6M | +7.9% | +7.7% | +0.2% | +5.6% |
| YTD | +23.7% | -20.1% | +43.8% | +27.7% |
| 1Y | +71.5% | -38.3% | +109.8% | +85.2% |
| 3Y | +149.1% | -17.7% | +166.8% | +135.6% |
| 5Y | +167.3% | -69.9% | +237.2% | +209.0% |
| All | +565.2% | -74.6% | +639.8% | +531.3% |
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