-85.3%
PSKY vs REPL
-32.1%
-53.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -7.6% | +2.8% | -4.2% |
| 7D | -24.6% | -19.1% | -5.5% | -23.2% |
| 30D | -36.1% | -17.2% | -19.0% | -35.1% |
| 3M | -53.8% | +24.7% | -78.5% | -55.2% |
| 6M | -53.8% | +24.7% | -78.5% | -55.2% |
| YTD | -53.8% | +24.7% | -78.5% | -55.2% |
| 1Y | -58.4% | +132.5% | -190.9% | -62.0% |
| 3Y | -40.7% | -25.9% | -14.8% | -49.7% |
| 5Y | -80.0% | -64.0% | -16.0% | -82.1% |
| All | -85.3% | -32.1% | -53.2% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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