-70.5%
PSKY vs RJF
+101.5%
-172.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.0% |
| 7D | -6.0% | -4.2% | -1.8% | -4.3% |
| 30D | +10.7% | -3.6% | +14.3% | +12.3% |
| 3M | +1.2% | +15.6% | -14.5% | -5.0% |
| 6M | +1.5% | +17.6% | -16.1% | -5.8% |
| YTD | -21.8% | +9.2% | -31.0% | -25.8% |
| 1Y | -30.2% | +5.5% | -35.7% | -32.7% |
| 3Y | -20.1% | +70.3% | -90.4% | -44.8% |
| 5Y | -70.5% | +106.0% | -176.5% | -82.9% |
| All | -70.5% | +101.5% | -172.0% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling