-78.3%
PSKY vs CAPR
+80.9%
-159.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -7.7% | +2.9% | -5.1% |
| 7D | -24.6% | -14.3% | -10.3% | -25.1% |
| 30D | -36.1% | -23.8% | -12.3% | -36.9% |
| 3M | -47.1% | +133.8% | -180.9% | -33.0% |
| 6M | -47.1% | +133.8% | -180.9% | -33.0% |
| YTD | -47.1% | +133.8% | -180.9% | -33.0% |
| 1Y | -47.1% | +133.8% | -180.9% | -33.0% |
| 3Y | -40.7% | +135.4% | -176.1% | -24.8% |
| All | -78.3% | +80.9% | -159.2% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling