-70.3%
PSKY vs RBA
+44.6%
-114.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.1% |
| 7D | +2.4% | -1.1% | +3.4% | +2.6% |
| 30D | +17.5% | -13.2% | +30.7% | +21.4% |
| 3M | +4.4% | -21.4% | +25.8% | +9.4% |
| 6M | -9.0% | -20.9% | +11.8% | -5.1% |
| YTD | -18.6% | -19.9% | +1.3% | -15.5% |
| 1Y | -27.7% | -28.7% | +1.0% | -22.6% |
| 3Y | -16.9% | +27.4% | -44.3% | -25.4% |
| 5Y | -70.3% | +41.7% | -112.0% | -74.7% |
| All | -70.3% | +44.6% | -114.9% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling