-35.1%
PSKY vs RL
+773.1%
-808.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.7% | -2.6% |
| 7D | -0.2% | -0.8% | +0.6% | +0.1% |
| 30D | +24.0% | -7.8% | +31.7% | +28.4% |
| 3M | +2.2% | -4.0% | +6.2% | +3.2% |
| 6M | -9.0% | -1.9% | -7.1% | -10.4% |
| YTD | -18.1% | -0.2% | -18.0% | -20.8% |
| 1Y | -25.1% | +10.7% | -35.8% | -31.8% |
| 3Y | -16.3% | +210.8% | -227.1% | -58.2% |
| 5Y | -70.4% | +238.2% | -308.6% | -86.3% |
| 10Y | -74.2% | +313.4% | -387.5% | -90.9% |
| All | -35.1% | +773.1% | -808.2% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling