-35.1%
PSKY vs RJF
+1,355.8%
-1,390.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -0.8% |
| 7D | -0.2% | -0.6% | +0.4% | +0.1% |
| 30D | +24.0% | -1.3% | +25.2% | +24.7% |
| 3M | +2.2% | +18.9% | -16.7% | -6.8% |
| 6M | -9.0% | +15.0% | -24.0% | -16.0% |
| YTD | -18.1% | +12.2% | -30.4% | -24.3% |
| 1Y | -25.1% | +5.6% | -30.7% | -28.6% |
| 3Y | -16.3% | +74.9% | -91.2% | -40.9% |
| 5Y | -70.4% | +106.6% | -177.0% | -81.1% |
| 10Y | -74.2% | +433.1% | -507.2% | -90.7% |
| All | -35.1% | +1,355.8% | -1,390.9% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling