-70.3%
PSKY vs CPB
-38.5%
-31.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -0.8% |
| 7D | +2.4% | -8.2% | +10.6% | +3.7% |
| 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% | -7.2% |
| YTD | -18.6% | -18.0% | -0.6% | -16.3% |
| 1Y | -27.7% | -31.7% | +4.0% | -23.7% |
| 3Y | -16.9% | -41.0% | +24.1% | -11.9% |
| 5Y | -70.3% | -38.4% | -31.9% | -71.4% |
| All | -70.3% | -38.5% | -31.7% | -71.4% |
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