+490.1%
CSX vs PSKY
-73.9%
+564.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | -3.1% | +24.0% | -27.1% | -6.2% |
| 3M | +7.2% | +2.2% | +5.0% | +6.5% |
| 6M | +16.2% | -9.0% | +25.1% | +16.9% |
| YTD | +37.5% | -18.1% | +55.7% | +40.0% |
| 1Y | +53.2% | -25.1% | +78.3% | +56.7% |
| 3Y | +68.2% | -16.3% | +84.6% | +60.0% |
| 5Y | +65.2% | -70.4% | +135.6% | +85.4% |
| All | +490.1% | -73.9% | +564.0% | +390.5% |
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