-78.3%
PSKY vs RL
+234.6%
-312.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.6% |
| 7D | -24.6% | +3.8% | -28.4% | -25.1% |
| 30D | -36.1% | +13.2% | -49.4% | -37.6% |
| 3M | -53.4% | +22.9% | -76.3% | -57.8% |
| 6M | -53.4% | +22.9% | -76.3% | -57.8% |
| YTD | -53.4% | +22.9% | -76.3% | -57.8% |
| 1Y | -58.4% | +20.6% | -78.9% | -62.0% |
| 3Y | -40.7% | +259.6% | -300.3% | -71.9% |
| All | -78.3% | +234.6% | -312.9% | -90.5% |
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