-35.5%
PSKY vs CHD
+1,406.3%
-1,441.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.5% | +0.4% |
| 7D | +2.4% | -2.9% | +5.3% | +3.8% |
| 30D | +17.5% | -6.2% | +23.7% | +21.1% |
| 3M | +4.4% | +1.6% | +2.9% | +3.4% |
| 6M | -9.0% | -3.5% | -5.5% | -8.1% |
| YTD | -18.6% | +16.2% | -34.8% | -25.2% |
| 1Y | -27.7% | +3.4% | -31.1% | -30.0% |
| 3Y | -16.9% | +4.6% | -21.5% | -22.9% |
| 5Y | -70.3% | +21.1% | -91.4% | -75.5% |
| 10Y | -74.9% | +126.5% | -201.5% | -88.2% |
| All | -35.5% | +1,406.3% | -1,441.8% | -91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling