-58.5%
PSKY vs COO
+343.0%
-401.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.8% | -4.8% |
| 7D | -24.6% | +6.6% | -31.1% | -24.5% |
| 30D | -36.1% | +6.9% | -43.0% | -36.1% |
| 3M | -84.9% | +32.0% | -116.9% | -86.3% |
| 6M | -84.9% | +32.0% | -116.9% | -86.3% |
| YTD | -84.9% | +32.0% | -116.9% | -86.3% |
| 1Y | -84.9% | +32.0% | -116.9% | -86.3% |
| 3Y | -84.9% | +32.0% | -116.9% | -86.3% |
| 5Y | -84.9% | +32.0% | -116.9% | -86.3% |
| 10Y | -84.4% | +30.7% | -115.1% | -85.8% |
| All | -58.5% | +343.0% | -401.6% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling