-75.6%
PSKY vs CAPR
-77.3%
+1.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.6% | -0.7% | -5.3% |
| 7D | -6.8% | -12.6% | +5.8% | -6.6% |
| 30D | +10.2% | +124.4% | -114.2% | +8.5% |
| 3M | +0.3% | -66.8% | +67.1% | +0.9% |
| 6M | -7.8% | -71.8% | +64.0% | -7.0% |
| YTD | -23.0% | -70.1% | +47.1% | -22.5% |
| 1Y | -31.6% | +33.3% | -65.0% | -35.8% |
| 3Y | -21.3% | +36.7% | -58.0% | -30.5% |
| 5Y | -71.5% | +72.5% | -143.9% | -75.6% |
| 10Y | -75.6% | -77.3% | +1.6% | -81.8% |
| All | -75.6% | -77.3% | +1.6% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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