-68.5%
PSKY vs RACE
+647.6%
-716.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.9% |
| 7D | -0.2% | -2.5% | +2.3% | +0.9% |
| 30D | +24.0% | +0.8% | +23.2% | +23.5% |
| 3M | +2.2% | +17.2% | -15.0% | -4.6% |
| 6M | -9.0% | +13.6% | -22.6% | -14.3% |
| YTD | -18.1% | +12.2% | -30.4% | -22.9% |
| 1Y | -25.1% | -16.3% | -8.8% | -21.0% |
| 3Y | -16.3% | +36.4% | -52.8% | -31.5% |
| 5Y | -70.4% | +95.0% | -165.3% | -79.9% |
| 10Y | -74.2% | +813.2% | -887.4% | -89.2% |
| All | -68.5% | +647.6% | -716.1% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling