-50.5%
CPNG vs PSKY
-70.1%
+19.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +0.9% | +2.6% |
| 7D | -1.1% | -2.4% | +1.3% | -0.6% |
| 30D | -7.4% | +11.6% | -18.9% | -9.6% |
| 3M | -12.3% | +1.5% | -13.9% | -12.9% |
| 6M | -19.4% | +7.7% | -27.2% | -21.3% |
| YTD | -35.9% | -20.1% | -15.8% | -33.7% |
| 1Y | -53.4% | -38.3% | -15.1% | -49.5% |
| 3Y | -20.0% | -17.7% | -2.3% | -25.9% |
| All | -50.5% | -70.1% | +19.7% | -32.7% |
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 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