-58.5%
PSKY vs RL
+861.1%
-919.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.2% |
| 7D | -24.6% | +3.8% | -28.4% | -25.8% |
| 30D | -36.1% | +13.2% | -49.4% | -39.8% |
| 3M | -53.4% | +22.9% | -76.3% | -62.2% |
| 6M | -53.4% | +22.9% | -76.3% | -62.2% |
| YTD | -53.4% | +22.9% | -76.3% | -62.2% |
| 1Y | -58.4% | +20.6% | -78.9% | -66.0% |
| 3Y | -40.7% | +259.6% | -300.3% | -74.2% |
| 5Y | -80.0% | +257.7% | -337.8% | -91.5% |
| 10Y | -84.4% | +379.2% | -463.6% | -95.2% |
| All | -58.5% | +861.1% | -919.6% | -93.2% |
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