+180.9%
COR vs PSKY
-71.8%
+252.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +4.9% | -0.3% |
| 7D | -3.9% | -6.8% | +3.0% | -3.7% |
| 30D | -0.3% | +10.2% | -10.6% | -0.6% |
| 3M | +15.9% | +0.3% | +15.6% | +15.8% |
| 6M | -10.3% | -7.8% | -2.5% | -10.2% |
| YTD | -3.7% | -23.0% | +19.3% | -3.3% |
| 1Y | +9.1% | -31.6% | +40.7% | +9.8% |
| 3Y | +86.6% | -21.3% | +107.9% | +85.7% |
| 5Y | +180.9% | -71.5% | +252.4% | +214.9% |
| All | +180.9% | -71.8% | +252.8% | +214.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling