+188.2%
COR vs PSKY
-78.0%
+266.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | +0.1% |
| 7D | +5.3% | -24.6% | +29.8% | +6.6% |
| 30D | +4.5% | -36.1% | +40.6% | +6.9% |
| 3M | -5.8% | -53.8% | +48.1% | -2.5% |
| 6M | -5.8% | -53.8% | +48.1% | -2.5% |
| YTD | -5.8% | -53.8% | +48.1% | -2.5% |
| 1Y | +7.6% | -58.4% | +65.9% | +11.5% |
| 3Y | +87.1% | -40.7% | +127.8% | +90.9% |
| All | +188.2% | -78.0% | +266.2% | +215.8% |
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