+422.6%
CVS vs PSKY
-63.1%
+485.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | +0.2% |
| 7D | +7.2% | -24.6% | +31.8% | +9.7% |
| 30D | -3.3% | -36.1% | +32.8% | +0.6% |
| 3M | +15.3% | -77.9% | +93.2% | +22.8% |
| 6M | +15.3% | -77.9% | +93.2% | +22.8% |
| YTD | +15.3% | -77.9% | +93.2% | +22.8% |
| 1Y | +15.3% | -77.9% | +93.2% | +22.8% |
| 3Y | +15.3% | -77.9% | +93.2% | +22.8% |
| 5Y | +27.0% | -80.0% | +107.0% | +38.0% |
| 10Y | +41.6% | -84.4% | +126.0% | +45.6% |
| All | +422.6% | -63.1% | +485.6% | +320.6% |
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