-36.7%
PSKY vs CGNX
+940.4%
-977.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +0.7% |
| 7D | -2.4% | +3.2% | -5.6% | -3.4% |
| 30D | +11.6% | +6.0% | +5.6% | +9.1% |
| 3M | +1.5% | +3.5% | -2.0% | -1.2% |
| 6M | +7.7% | +26.3% | -18.6% | -3.2% |
| YTD | -20.1% | +79.2% | -99.3% | -39.9% |
| 1Y | -38.3% | +43.8% | -82.1% | -50.1% |
| 3Y | -17.7% | +52.0% | -69.7% | -38.5% |
| 5Y | -69.9% | -24.0% | -45.8% | -71.8% |
| 10Y | -74.7% | +189.1% | -263.8% | -88.3% |
| All | -36.7% | +940.4% | -977.1% | -90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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