+394.2%
COR vs PSKY
-75.1%
+469.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -4.8% | -6.0% | +1.2% | -4.3% |
| 30D | -3.7% | +10.7% | -14.3% | -4.7% |
| 3M | +14.3% | +1.2% | +13.2% | +14.0% |
| 6M | -8.5% | +1.5% | -10.0% | -9.1% |
| YTD | -4.4% | -21.8% | +17.4% | -2.9% |
| 1Y | +9.1% | -30.2% | +39.3% | +11.6% |
| 3Y | +85.2% | -20.1% | +105.3% | +80.3% |
| 5Y | +180.7% | -70.5% | +251.2% | +206.6% |
| All | +394.2% | -75.1% | +469.3% | +403.7% |
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