-31.6%
PSKY vs RL
+9.8%
-41.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.3% | -2.0% | -5.4% |
| 7D | -6.8% | -0.3% | -6.6% | -6.8% |
| 30D | +10.2% | -17.5% | +27.8% | +9.7% |
| 3M | +0.3% | -14.0% | +14.3% | -0.2% |
| 6M | -7.8% | -2.0% | -5.8% | -7.3% |
| YTD | -23.0% | -4.6% | -18.4% | -24.1% |
| 1Y | -31.6% | +9.5% | -41.2% | -34.5% |
| All | -31.6% | +9.8% | -41.4% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling