+217.2%
CVX vs PSKY
-75.1%
+292.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | +0.7% | -6.0% | +6.7% | +1.7% |
| 30D | +9.1% | +10.7% | -1.5% | +7.1% |
| 3M | +13.1% | +1.2% | +11.9% | +12.4% |
| 6M | +16.3% | +1.5% | +14.8% | +14.8% |
| YTD | +43.5% | -21.8% | +65.3% | +47.4% |
| 1Y | +40.2% | -30.2% | +70.3% | +45.2% |
| 3Y | +44.2% | -20.1% | +64.3% | +37.1% |
| 5Y | +170.6% | -70.5% | +241.1% | +207.7% |
| All | +217.2% | -75.1% | +292.4% | +134.2% |
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