+111.0%
CTAS vs PSKY
-70.7%
+181.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | 0.0% | +2.4% | -2.4% | -0.2% |
| 30D | -1.0% | +17.5% | -18.5% | -2.2% |
| 3M | +15.8% | +4.4% | +11.3% | +15.3% |
| 6M | -1.0% | -9.0% | +8.0% | -0.6% |
| YTD | +7.4% | -18.6% | +26.0% | +8.4% |
| 1Y | -0.1% | -27.7% | +27.6% | +1.3% |
| 3Y | +66.3% | -16.9% | +83.2% | +62.5% |
| 5Y | +111.0% | -70.3% | +181.2% | +136.6% |
| All | +111.0% | -70.7% | +181.7% | +136.6% |
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