+2,323.3%
CTAS vs PSKY
-42.2%
+2,365.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -0.2% | +24.0% | -24.2% | -5.0% |
| 3M | +11.7% | +2.2% | +9.5% | +10.7% |
| 6M | +0.7% | -9.0% | +9.7% | +1.7% |
| YTD | +7.4% | -18.1% | +25.6% | +10.1% |
| 1Y | -2.1% | -25.1% | +23.0% | +0.9% |
| 3Y | +62.9% | -16.3% | +79.3% | +50.5% |
| 5Y | +111.9% | -70.4% | +182.3% | +140.3% |
| 10Y | +652.2% | -74.2% | +726.4% | +646.1% |
| All | +2,323.3% | -42.2% | +2,365.5% | +1,585.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling