+224.3%
CTVA vs PSKY
-73.0%
+297.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.2% |
| 7D | -2.1% | +2.4% | -4.5% | -2.4% |
| 30D | +12.0% | +17.5% | -5.5% | +9.4% |
| 3M | +13.5% | +4.4% | +9.0% | +12.5% |
| 6M | +12.1% | -9.0% | +21.1% | +12.9% |
| YTD | +29.0% | -18.6% | +47.6% | +31.4% |
| 1Y | +18.9% | -27.7% | +46.6% | +22.2% |
| 3Y | +78.9% | -16.9% | +95.7% | +71.9% |
| 5Y | +105.2% | -70.3% | +175.5% | +127.8% |
| All | +224.3% | -73.0% | +297.3% | +220.6% |
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 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