-78.3%
PSKY vs RJF
+68.4%
-146.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.7% |
| 7D | -24.6% | -1.0% | -23.6% | -24.3% |
| 30D | -36.1% | -7.9% | -28.2% | -34.1% |
| 3M | -54.8% | -4.2% | -50.6% | -55.3% |
| 6M | -54.8% | -4.2% | -50.6% | -55.3% |
| YTD | -54.8% | -4.2% | -50.6% | -55.3% |
| 1Y | -58.4% | -0.7% | -57.6% | -59.5% |
| 3Y | -40.7% | +61.1% | -101.8% | -58.9% |
| All | -78.3% | +68.4% | -146.7% | -86.2% |
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