-75.6%
PSKY vs RL
+308.3%
-384.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.5% |
| 7D | -6.0% | -2.2% | -3.8% | -5.2% |
| 30D | +10.7% | -15.3% | +26.0% | +17.3% |
| 3M | +1.2% | -10.3% | +11.5% | +4.7% |
| 6M | +1.5% | -2.2% | +3.7% | +0.7% |
| YTD | -21.8% | -4.3% | -17.5% | -22.5% |
| 1Y | -30.2% | +8.9% | -39.0% | -34.7% |
| 3Y | -20.1% | +201.4% | -221.5% | -54.3% |
| 5Y | -70.5% | +230.6% | -301.1% | -84.1% |
| All | -75.6% | +308.3% | -384.0% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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