-75.6%
PSKY vs CPB
-44.2%
-31.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -5.9% | -5.5% |
| 7D | -6.8% | -8.0% | +1.2% | -5.6% |
| 30D | +10.2% | -2.4% | +12.7% | +10.6% |
| 3M | +0.3% | +0.5% | -0.3% | 0.0% |
| 6M | -7.8% | -10.5% | +2.7% | -6.3% |
| YTD | -23.0% | -17.5% | -5.4% | -20.8% |
| 1Y | -31.6% | -31.0% | -0.6% | -27.7% |
| 3Y | -21.3% | -40.6% | +19.3% | -15.8% |
| 5Y | -71.5% | -37.7% | -33.7% | -70.1% |
| 10Y | -75.6% | -43.4% | -32.2% | -74.5% |
| All | -75.6% | -44.2% | -31.4% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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