-85.0%
PSKY vs RACE
+695.5%
-780.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.6% | -4.8% |
| 7D | -24.6% | +2.0% | -26.5% | -25.0% |
| 30D | -36.1% | -2.8% | -33.3% | -35.3% |
| 3M | -37.1% | +17.0% | -54.1% | -42.0% |
| 6M | -40.5% | +12.8% | -53.3% | -44.4% |
| YTD | -47.7% | +8.8% | -56.5% | -50.7% |
| 1Y | -58.4% | +2.5% | -60.8% | -59.8% |
| 3Y | -40.7% | +29.5% | -70.2% | -51.7% |
| 5Y | -80.0% | +84.3% | -164.3% | -86.8% |
| All | -85.0% | +695.5% | -780.6% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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