-47.1%
PSKY vs CAPR
-99.1%
+52.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.6% |
| 7D | -0.2% | -2.0% | +1.8% | -0.2% |
| 30D | +24.0% | +139.2% | -115.2% | +22.3% |
| 3M | +2.2% | -66.4% | +68.5% | +2.7% |
| 6M | -9.0% | -63.1% | +54.2% | -8.7% |
| YTD | -18.1% | -67.4% | +49.3% | -17.8% |
| 1Y | -25.1% | +58.2% | -83.4% | -29.0% |
| 3Y | -16.3% | +42.2% | -58.5% | -23.0% |
| 5Y | -70.4% | +87.3% | -157.6% | -73.2% |
| 10Y | -74.2% | -75.3% | +1.1% | -78.1% |
| All | -47.1% | -99.1% | +52.0% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling