+447.3%
CVS vs PSKY
-42.2%
+489.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.2% |
| 7D | +4.0% | -0.2% | +4.1% | +3.9% |
| 30D | -2.4% | +24.0% | -26.4% | -5.7% |
| 3M | +2.7% | +2.2% | +0.5% | +2.0% |
| 6M | +21.9% | -9.0% | +30.8% | +22.7% |
| YTD | +24.7% | -18.1% | +42.9% | +27.1% |
| 1Y | +35.4% | -25.1% | +60.5% | +38.9% |
| 3Y | +65.2% | -16.3% | +81.5% | +57.5% |
| 5Y | +30.5% | -70.4% | +100.9% | +43.3% |
| 10Y | +40.4% | -74.2% | +114.5% | +42.3% |
| All | +447.3% | -42.2% | +489.6% | +340.5% |
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