-58.5%
PSKY vs RBA
+851.8%
-910.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.2% | -1.6% | -5.5% |
| 7D | -24.6% | -1.8% | -22.8% | -24.9% |
| 30D | -36.1% | +0.3% | -36.5% | -36.2% |
| 3M | -84.9% | +195.0% | -280.0% | -35.1% |
| 6M | -84.9% | +195.0% | -280.0% | -35.1% |
| YTD | -84.9% | +195.0% | -280.0% | -35.1% |
| 1Y | -84.9% | +195.0% | -280.0% | -35.1% |
| 3Y | -84.9% | +195.0% | -280.0% | -35.1% |
| 5Y | -84.9% | +195.0% | -280.0% | -35.1% |
| 10Y | -84.4% | +186.6% | -271.0% | -32.1% |
| All | -58.5% | +851.8% | -910.3% | +10.9% |
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