-16.9%
PSKY vs CPB
-40.5%
+23.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -0.9% |
| 7D | +2.4% | -8.2% | +10.6% | +3.8% |
| 30D | +17.5% | -5.6% | +23.1% | +18.5% |
| 3M | +4.4% | +3.0% | +1.5% | +3.8% |
| 6M | -9.0% | -12.7% | +3.7% | -7.0% |
| YTD | -18.6% | -18.0% | -0.6% | -16.2% |
| 1Y | -27.7% | -31.7% | +4.0% | -23.4% |
| 3Y | -16.9% | -41.0% | +24.1% | -11.9% |
| All | -16.9% | -40.5% | +23.7% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling