-16.9%
PSKY vs CRL
+37.9%
-54.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | 0.0% |
| 7D | +2.4% | -0.6% | +2.9% | +2.5% |
| 30D | +17.5% | +5.0% | +12.6% | +16.2% |
| 3M | +4.4% | +50.6% | -46.1% | -4.9% |
| 6M | -9.0% | +60.9% | -70.0% | -18.9% |
| YTD | -18.6% | +40.7% | -59.3% | -25.6% |
| 1Y | -27.7% | +73.3% | -101.0% | -37.3% |
| 3Y | -16.9% | +40.6% | -57.4% | -34.4% |
| All | -16.9% | +37.9% | -54.8% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling