-16.9%
PSKY vs COO
-23.3%
+6.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | -0.1% |
| 7D | +2.4% | -2.3% | +4.7% | +2.8% |
| 30D | +17.5% | -8.8% | +26.3% | +19.3% |
| 3M | +4.4% | +1.3% | +3.1% | +4.1% |
| 6M | -9.0% | -11.6% | +2.5% | -6.8% |
| YTD | -18.6% | -17.4% | -1.2% | -15.6% |
| 1Y | -27.7% | -1.6% | -26.1% | -28.4% |
| 3Y | -16.9% | -22.6% | +5.8% | -25.0% |
| All | -16.9% | -23.3% | +6.5% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling