-75.6%
PSKY vs RBA
+189.2%
-264.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.2% |
| 7D | -6.8% | -1.9% | -4.9% | -6.3% |
| 30D | +10.2% | -13.0% | +23.2% | +14.4% |
| 3M | +0.3% | -23.1% | +23.4% | +6.7% |
| 6M | -7.8% | -22.6% | +14.8% | -2.2% |
| YTD | -23.0% | -20.4% | -2.6% | -19.3% |
| 1Y | -31.6% | -29.6% | -2.1% | -25.8% |
| 3Y | -21.3% | +26.6% | -47.9% | -29.7% |
| 5Y | -71.5% | +38.2% | -109.6% | -75.8% |
| 10Y | -75.6% | +194.7% | -270.4% | -86.1% |
| All | -75.6% | +189.2% | -264.8% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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