+762.7%
CTAS vs PSKY
-85.2%
+847.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.8% | +5.1% | +0.8% |
| 7D | +5.6% | -24.6% | +30.1% | +8.1% |
| 30D | +6.4% | -36.1% | +42.5% | +10.8% |
| 3M | +16.2% | -58.0% | +74.1% | +22.2% |
| 6M | +16.2% | -58.0% | +74.1% | +22.2% |
| YTD | +16.2% | -58.0% | +74.1% | +22.2% |
| 1Y | +17.1% | -58.4% | +75.4% | +23.2% |
| 3Y | +69.8% | -40.7% | +110.5% | +58.7% |
| 5Y | +115.3% | -80.0% | +195.3% | +140.5% |
| All | +762.7% | -85.2% | +847.9% | +638.1% |
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