-71.0%
PSKY vs CHD
+21.3%
-92.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.2% |
| 7D | -6.8% | -4.2% | -2.7% | -6.3% |
| 30D | +10.2% | -7.6% | +17.8% | +11.4% |
| 3M | +0.3% | -1.6% | +1.9% | +0.5% |
| 6M | -7.8% | -6.3% | -1.4% | -7.0% |
| YTD | -23.0% | +14.6% | -37.6% | -24.1% |
| 1Y | -31.6% | +1.6% | -33.2% | -31.5% |
| 3Y | -21.3% | +3.1% | -24.5% | -22.4% |
| All | -71.0% | +21.3% | -92.2% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling