-78.4%
PSKY vs REPL
-9.7%
-68.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -5.3% |
| 7D | -6.8% | -9.6% | +2.7% | -6.4% |
| 30D | +10.2% | +5.7% | +4.5% | +9.9% |
| 3M | +0.3% | +56.4% | -56.1% | -4.1% |
| 6M | -7.8% | +67.4% | -75.2% | -16.4% |
| YTD | -23.0% | +48.7% | -71.6% | -29.9% |
| 1Y | -31.6% | +148.3% | -179.9% | -41.9% |
| 3Y | -21.3% | -26.7% | +5.4% | -35.5% |
| 5Y | -71.5% | -54.1% | -17.3% | -76.1% |
| All | -78.4% | -9.7% | -68.7% | -85.4% |
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