-74.2%
PSKY vs COO
+45.8%
-120.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | +0.5% |
| 7D | +2.4% | -2.3% | +4.7% | +3.3% |
| 30D | +17.5% | -8.8% | +26.3% | +21.7% |
| 3M | +4.4% | +1.3% | +3.1% | +3.5% |
| 6M | -9.0% | -11.6% | +2.5% | -5.2% |
| YTD | -18.6% | -17.4% | -1.2% | -12.8% |
| 1Y | -27.7% | -1.6% | -26.1% | -29.0% |
| 3Y | -16.9% | -22.6% | +5.8% | -13.4% |
| 5Y | -70.3% | -40.3% | -29.9% | -65.9% |
| All | -74.2% | +45.8% | -120.1% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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