-85.4%
PSKY vs CRL
+299.9%
-385.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.0% | -2.8% | -4.5% |
| 7D | -24.6% | -0.5% | -24.0% | -24.5% |
| 30D | -36.1% | +9.9% | -46.0% | -37.5% |
| 3M | -54.8% | +75.0% | -129.8% | -62.6% |
| 6M | -54.8% | +75.0% | -129.8% | -62.6% |
| YTD | -54.8% | +75.0% | -129.8% | -62.6% |
| 1Y | -58.4% | +71.6% | -129.9% | -65.3% |
| 3Y | -40.7% | +55.7% | -96.4% | -52.2% |
| 5Y | -80.0% | -25.6% | -54.4% | -79.4% |
| All | -85.4% | +299.9% | -385.3% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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