-58.5%
PSKY vs CRL
+557.5%
-616.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.0% | -2.8% | -3.6% |
| 7D | -24.6% | -0.5% | -24.0% | -24.4% |
| 30D | -36.1% | +9.9% | -46.0% | -40.8% |
| 3M | -78.1% | -21.7% | -56.4% | -64.1% |
| 6M | -78.1% | -21.7% | -56.4% | -64.1% |
| YTD | -78.1% | -21.7% | -56.4% | -64.1% |
| 1Y | -78.1% | -21.7% | -56.4% | -64.1% |
| 3Y | -78.1% | -21.7% | -56.4% | -64.1% |
| 5Y | -80.0% | -25.6% | -54.4% | -66.6% |
| 10Y | -84.4% | +272.6% | -357.0% | -89.6% |
| All | -58.5% | +557.5% | -616.0% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling