-54.8%
PSKY vs CAPR
+8.6%
-63.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -7.7% | +2.9% | -4.7% |
| 7D | -24.6% | -14.3% | -10.3% | -24.5% |
| 30D | -36.1% | -23.8% | -12.3% | -36.0% |
| 3M | -36.0% | -79.0% | +43.0% | -36.7% |
| 6M | -40.5% | -80.6% | +40.1% | -41.2% |
| YTD | -47.7% | -76.7% | +29.1% | -48.1% |
| All | -54.8% | +8.6% | -63.4% | -51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling