+67.0%
CSGP vs PSKY
-85.2%
+152.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +2.1% |
| 7D | +8.9% | -24.6% | +33.5% | +15.2% |
| 30D | +2.5% | -36.1% | +38.6% | +13.1% |
| 3M | -52.8% | -58.0% | +5.2% | -38.2% |
| 6M | -52.8% | -58.0% | +5.2% | -38.2% |
| YTD | -52.8% | -58.0% | +5.2% | -38.2% |
| 1Y | -56.5% | -58.4% | +1.8% | -43.1% |
| 3Y | -60.4% | -40.7% | -19.7% | -53.0% |
| 5Y | -65.6% | -80.0% | +14.5% | -52.8% |
| All | +67.0% | -85.2% | +152.2% | +105.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling