-75.1%
PSKY vs RJF
+429.3%
-504.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.1% |
| 7D | -2.4% | -2.7% | +0.3% | -1.1% |
| 30D | +11.6% | -4.3% | +15.8% | +13.9% |
| 3M | +1.5% | +15.7% | -14.2% | -5.7% |
| 6M | +7.7% | +17.8% | -10.1% | -1.4% |
| YTD | -20.1% | +9.2% | -29.3% | -24.8% |
| 1Y | -38.3% | +2.8% | -41.1% | -40.2% |
| 3Y | -17.7% | +69.5% | -87.2% | -41.6% |
| 5Y | -69.9% | +105.9% | -175.8% | -81.1% |
| All | -75.1% | +429.3% | -504.4% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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