-64.8%
CSGP vs PSKY
-70.3%
+5.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.2% |
| 7D | -4.1% | -0.2% | -3.9% | -4.1% |
| 30D | +2.3% | +24.0% | -21.7% | -0.2% |
| 3M | -8.2% | +2.2% | -10.3% | -8.5% |
| 6M | -35.1% | -9.0% | -26.1% | -34.6% |
| YTD | -54.0% | -18.1% | -35.9% | -53.4% |
| 1Y | -65.3% | -25.1% | -40.2% | -64.7% |
| 3Y | -62.6% | -16.3% | -46.2% | -63.8% |
| All | -64.8% | -70.3% | +5.6% | -60.7% |
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