+11.8%
CRM vs PSKY
-18.9%
+30.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.8% |
| 7D | -4.4% | -2.4% | -2.0% | -4.3% |
| 30D | +28.1% | +11.6% | +16.6% | +27.0% |
| 3M | +48.8% | +1.5% | +47.3% | +48.5% |
| 6M | +28.3% | +7.7% | +20.5% | +27.5% |
| YTD | -6.0% | -20.1% | +14.1% | -5.0% |
| 1Y | +1.4% | -38.3% | +39.7% | +4.1% |
| 3Y | +11.8% | -17.7% | +29.6% | +8.2% |
| All | +11.8% | -18.9% | +30.8% | +8.2% |
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 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