-14.6%
CRH vs PSKY
-26.0%
+11.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.5% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -5.4% | +24.0% | -29.3% | -6.7% |
| 3M | -11.2% | +2.2% | -13.4% | -11.5% |
| 6M | -15.8% | -9.0% | -6.9% | -15.7% |
| YTD | -23.6% | -18.1% | -5.5% | -22.7% |
| 1Y | -14.6% | -25.1% | +10.5% | -13.2% |
| All | -14.6% | -26.0% | +11.4% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling