-61.2%
CSGP vs PSKY
-78.3%
+17.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +2.3% |
| 7D | +8.9% | -24.6% | +33.5% | +16.1% |
| 30D | +2.5% | -36.1% | +38.6% | +14.6% |
| 3M | -52.1% | -53.4% | +1.2% | -37.0% |
| 6M | -52.1% | -53.4% | +1.2% | -37.0% |
| YTD | -52.1% | -53.4% | +1.2% | -37.0% |
| 1Y | -56.5% | -58.4% | +1.8% | -42.0% |
| 3Y | -60.4% | -40.7% | -19.7% | -51.4% |
| All | -61.2% | -78.3% | +17.2% | -44.3% |
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