-30.2%
PSKY vs CRL
+73.3%
-103.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.9% |
| 7D | -6.0% | -6.9% | +1.0% | -4.7% |
| 30D | +10.7% | -3.2% | +13.9% | +11.3% |
| 3M | +1.2% | +46.5% | -45.4% | -5.8% |
| 6M | +1.5% | +63.1% | -61.6% | -7.9% |
| YTD | -21.8% | +36.9% | -58.6% | -27.3% |
| 1Y | -30.2% | +78.1% | -108.3% | -35.3% |
| All | -30.2% | +73.3% | -103.4% | -35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling