-58.5%
PSKY vs CHD
+1,531.0%
-1,589.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.4% | -6.2% | -5.3% |
| 7D | -24.6% | +6.5% | -31.1% | -26.5% |
| 30D | -36.1% | +10.5% | -46.7% | -38.7% |
| 3M | -77.9% | +23.1% | -101.0% | -84.2% |
| 6M | -77.9% | +23.1% | -101.0% | -84.2% |
| YTD | -77.9% | +23.1% | -101.0% | -84.2% |
| 1Y | -77.9% | +23.1% | -101.0% | -84.2% |
| 3Y | -77.9% | +23.1% | -101.0% | -84.2% |
| 5Y | -80.0% | +33.0% | -113.0% | -86.4% |
| 10Y | -84.4% | +148.3% | -232.7% | -93.9% |
| All | -58.5% | +1,531.0% | -1,589.5% | -95.4% |
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 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