+674.8%
CVX vs PSKY
-42.2%
+717.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | +3.3% | -0.2% | +3.5% | +3.3% |
| 30D | +12.9% | +24.0% | -11.1% | +6.9% |
| 3M | +11.7% | +2.2% | +9.5% | +10.6% |
| 6M | +14.1% | -9.0% | +23.1% | +15.1% |
| YTD | +40.7% | -18.1% | +58.8% | +44.3% |
| 1Y | +37.5% | -25.1% | +62.6% | +41.7% |
| 3Y | +43.9% | -16.3% | +60.3% | +31.7% |
| 5Y | +161.5% | -70.4% | +231.8% | +199.5% |
| 10Y | +215.1% | -74.2% | +289.3% | +209.5% |
| All | +674.8% | -42.2% | +717.1% | +379.6% |
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