+68.0%
COST vs PSKY
-20.6%
+88.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | -2.5% | -6.0% | +3.5% | -2.5% |
| 30D | -4.4% | +10.7% | -15.1% | -4.5% |
| 3M | -8.1% | +1.2% | -9.3% | -8.1% |
| 6M | -9.2% | +1.5% | -10.7% | -9.3% |
| YTD | +5.1% | -21.8% | +26.9% | +5.1% |
| 1Y | -5.1% | -30.2% | +25.1% | -5.0% |
| All | +68.0% | -20.6% | +88.7% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling