+420.1%
CORZ vs PSKY
-17.9%
+438.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | -0.1% |
| 7D | +8.4% | -0.2% | +8.5% | +8.4% |
| 30D | -17.8% | +24.0% | -41.8% | -17.8% |
| 3M | -35.9% | +2.2% | -38.1% | -35.8% |
| 6M | +12.9% | -9.0% | +21.9% | +12.7% |
| YTD | +22.9% | -18.1% | +41.0% | +22.9% |
| 1Y | +31.4% | -25.1% | +56.5% | +31.2% |
| All | +420.1% | -17.9% | +438.0% | +371.0% |
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