+1,161.9%
CP vs PSKY
-63.1%
+1,225.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +1.6% |
| 7D | +3.4% | -24.6% | +28.0% | +9.0% |
| 30D | -2.5% | -36.1% | +33.7% | +6.6% |
| 3M | +23.8% | -53.8% | +77.7% | +35.8% |
| 6M | +23.8% | -53.8% | +77.7% | +35.8% |
| YTD | +23.8% | -53.8% | +77.7% | +35.8% |
| 1Y | +16.5% | -58.4% | +74.9% | +31.3% |
| 3Y | +22.6% | -40.7% | +63.3% | +13.4% |
| 5Y | +24.7% | -80.0% | +104.7% | +47.0% |
| 10Y | +216.7% | -84.4% | +301.1% | +231.4% |
| All | +1,161.9% | -63.1% | +1,225.0% | +665.1% |
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