-71.5%
PSKY vs CRL
-37.6%
-33.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.1% |
| 7D | -6.8% | -4.6% | -2.2% | -5.6% |
| 30D | +10.2% | +0.5% | +9.8% | +10.1% |
| 3M | +0.3% | +46.6% | -46.3% | -10.0% |
| 6M | -7.8% | +57.3% | -65.0% | -19.5% |
| YTD | -23.0% | +39.5% | -62.5% | -30.9% |
| 1Y | -31.6% | +76.9% | -108.5% | -43.0% |
| 3Y | -21.3% | +39.4% | -60.7% | -33.0% |
| 5Y | -71.5% | -37.2% | -34.3% | -73.8% |
| All | -71.5% | -37.6% | -33.8% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling