-78.0%
PSKY vs CPB
-41.2%
-36.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -4.8% |
| 7D | -24.6% | +3.4% | -28.0% | -24.6% |
| 30D | -36.1% | -5.3% | -30.8% | -36.1% |
| 3M | -37.1% | -1.8% | -35.3% | -37.3% |
| 6M | -40.5% | -2.3% | -38.3% | -40.7% |
| YTD | -47.7% | -24.1% | -23.5% | -45.9% |
| 1Y | -58.4% | -31.2% | -27.2% | -56.3% |
| 3Y | -40.7% | -43.1% | +2.4% | -37.3% |
| All | -78.0% | -41.2% | -36.8% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling