-75.1%
PSKY vs CHD
+126.1%
-201.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | -2.4% | -4.5% | +2.1% | -1.5% |
| 30D | +11.6% | -6.7% | +18.3% | +13.1% |
| 3M | +1.5% | -2.7% | +4.3% | +2.1% |
| 6M | +7.7% | -4.9% | +12.6% | +8.6% |
| YTD | -20.1% | +13.3% | -33.4% | -22.2% |
| 1Y | -38.3% | +1.0% | -39.3% | -38.6% |
| 3Y | -17.7% | +1.3% | -19.1% | -19.3% |
| 5Y | -69.9% | +20.8% | -90.7% | -72.3% |
| All | -75.1% | +126.1% | -201.2% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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