+34.2%
CVS vs PSKY
-71.2%
+105.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | -2.0% | -6.0% | +4.0% | -1.6% |
| 30D | +1.9% | +10.7% | -8.7% | +1.2% |
| 3M | -2.2% | +1.2% | -3.3% | -2.3% |
| 6M | +26.7% | +1.5% | +25.2% | +26.3% |
| YTD | +22.9% | -21.8% | +44.6% | +24.0% |
| 1Y | +32.9% | -30.2% | +63.1% | +34.7% |
| 3Y | +62.3% | -20.1% | +82.4% | +60.5% |
| 5Y | +34.2% | -70.5% | +104.8% | +44.9% |
| All | +34.2% | -71.2% | +105.4% | +44.9% |
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 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