+202.4%
COPX vs PSKY
-7.7%
+210.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.3% |
| 7D | +5.8% | +2.4% | +3.4% | +5.0% |
| 30D | +7.2% | +17.5% | -10.3% | +2.2% |
| 3M | +16.5% | +4.4% | +12.1% | +14.5% |
| 6M | +18.4% | -9.0% | +27.5% | +20.3% |
| YTD | +31.9% | -18.6% | +50.5% | +36.9% |
| 1Y | +88.5% | -27.7% | +116.2% | +98.7% |
| 3Y | +173.1% | -16.9% | +190.0% | +149.5% |
| 5Y | +193.1% | -70.3% | +263.4% | +255.3% |
| 10Y | +591.7% | -74.9% | +666.6% | +609.5% |
| All | +202.4% | -7.7% | +210.2% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling