-77.0%
PSKY vs REPL
-6.0%
-71.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.6% |
| 7D | -0.2% | -3.0% | +2.8% | 0.0% |
| 30D | +24.0% | +27.1% | -3.2% | +22.4% |
| 3M | +2.2% | +52.4% | -50.2% | -2.1% |
| 6M | -9.0% | +107.4% | -116.4% | -18.6% |
| YTD | -18.1% | +54.7% | -72.9% | -25.7% |
| 1Y | -25.1% | +158.9% | -184.0% | -36.5% |
| 3Y | -16.3% | -23.7% | +7.4% | -31.5% |
| 5Y | -70.4% | -54.3% | -16.0% | -75.1% |
| All | -77.0% | -6.0% | -71.0% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling