-35.1%
PSKY vs CPB
+35.5%
-70.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -0.4% |
| 7D | -0.2% | -8.6% | +8.4% | +3.0% |
| 30D | +24.0% | -7.2% | +31.2% | +27.0% |
| 3M | +2.2% | +0.9% | +1.3% | +1.2% |
| 6M | -9.0% | -11.8% | +2.8% | -5.6% |
| YTD | -18.1% | -19.4% | +1.3% | -12.5% |
| 1Y | -25.1% | -30.4% | +5.3% | -15.7% |
| 3Y | -16.3% | -40.2% | +23.8% | -3.1% |
| 5Y | -70.4% | -39.5% | -30.9% | -66.9% |
| 10Y | -74.2% | -47.4% | -26.8% | -71.2% |
| All | -35.1% | +35.5% | -70.6% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling