-71.5%
PSKY vs COO
-44.2%
-27.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.2% | +0.8% | -3.0% |
| 7D | -6.8% | -9.0% | +2.1% | -3.4% |
| 30D | +10.2% | -16.8% | +27.1% | +18.2% |
| 3M | +0.3% | -7.5% | +7.8% | +3.0% |
| 6M | -7.8% | -16.3% | +8.5% | -1.7% |
| YTD | -23.0% | -22.5% | -0.4% | -15.3% |
| 1Y | -31.6% | -7.0% | -24.7% | -31.5% |
| 3Y | -21.3% | -27.5% | +6.1% | -17.1% |
| 5Y | -71.5% | -43.3% | -28.1% | -68.8% |
| All | -71.5% | -44.2% | -27.3% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling