-35.1%
PSKY vs RBA
+843.2%
-878.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.7% |
| 7D | -0.2% | -2.9% | +2.7% | +0.8% |
| 30D | +24.0% | -12.3% | +36.3% | +29.2% |
| 3M | +2.2% | -20.5% | +22.7% | +9.0% |
| 6M | -9.0% | -18.5% | +9.6% | -4.1% |
| YTD | -18.1% | -18.2% | +0.1% | -14.1% |
| 1Y | -25.1% | -27.5% | +2.4% | -18.2% |
| 3Y | -16.3% | +38.1% | -54.4% | -28.9% |
| 5Y | -70.4% | +44.8% | -115.2% | -76.0% |
| 10Y | -74.2% | +187.1% | -261.3% | -85.2% |
| All | -35.1% | +843.2% | -878.3% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling