+66.7%
CSX vs PSKY
-39.6%
+106.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | 0.0% |
| 7D | +3.0% | -24.6% | +27.6% | +3.0% |
| 30D | -0.5% | -36.1% | +35.7% | -0.4% |
| 3M | +9.2% | -37.1% | +46.3% | +9.3% |
| 6M | +14.6% | -40.5% | +55.1% | +15.0% |
| YTD | +35.5% | -47.7% | +83.2% | +36.6% |
| 1Y | +37.0% | -58.4% | +95.4% | +39.8% |
| All | +66.7% | -39.6% | +106.3% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling