-70.3%
PSKY vs RL
+241.4%
-311.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.2% |
| 7D | +2.4% | +1.9% | +0.5% | +1.7% |
| 30D | +17.5% | -12.2% | +29.7% | +22.3% |
| 3M | +4.4% | -6.6% | +11.1% | +6.1% |
| 6M | -9.0% | +3.2% | -12.2% | -11.4% |
| YTD | -18.6% | -1.3% | -17.3% | -20.2% |
| 1Y | -27.7% | +13.6% | -41.3% | -33.5% |
| 3Y | -16.9% | +210.9% | -227.7% | -57.1% |
| 5Y | -70.3% | +246.9% | -317.1% | -86.5% |
| All | -70.3% | +241.4% | -311.7% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling