+216.7%
CTVA vs PSKY
-73.5%
+290.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.0% |
| 7D | -4.5% | -2.4% | -2.1% | -4.2% |
| 30D | +11.3% | +11.6% | -0.3% | +9.5% |
| 3M | +12.3% | +1.5% | +10.8% | +11.8% |
| 6M | +7.2% | +7.7% | -0.5% | +5.3% |
| YTD | +26.0% | -20.1% | +46.1% | +28.7% |
| 1Y | +16.0% | -38.3% | +54.3% | +22.4% |
| 3Y | +73.9% | -17.7% | +91.6% | +67.3% |
| 5Y | +103.8% | -69.9% | +173.7% | +125.4% |
| All | +216.7% | -73.5% | +290.2% | +213.9% |
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