+94.1%
CRH vs PSKY
-70.1%
+164.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.7% |
| 7D | -6.1% | -2.4% | -3.7% | -5.8% |
| 30D | -9.3% | +11.6% | -20.9% | -10.6% |
| 3M | -15.2% | +1.5% | -16.7% | -15.5% |
| 6M | -14.2% | +7.7% | -21.9% | -15.6% |
| YTD | -28.3% | -20.1% | -8.1% | -26.8% |
| 1Y | -21.8% | -38.3% | +16.5% | -17.7% |
| 3Y | +71.6% | -17.7% | +89.4% | +65.4% |
| All | +94.1% | -70.1% | +164.2% | +123.2% |
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 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