+422.6%
CSX vs PSKY
-85.1%
+507.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +0.6% |
| 7D | +3.0% | -24.6% | +27.6% | +6.2% |
| 30D | -0.5% | -36.1% | +35.7% | +4.9% |
| 3M | +8.7% | -34.6% | +43.3% | +12.8% |
| 6M | +14.6% | -40.5% | +55.1% | +20.5% |
| YTD | +35.5% | -47.7% | +83.2% | +44.1% |
| 1Y | +37.0% | -58.4% | +95.4% | +50.4% |
| 3Y | +61.6% | -40.7% | +102.3% | +57.6% |
| 5Y | +52.5% | -80.0% | +132.5% | +76.6% |
| All | +422.6% | -85.1% | +507.7% | +391.1% |
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