-75.1%
PSKY vs RNG
+222.9%
-298.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -2.4% | -6.1% | +3.7% | -1.2% |
| 30D | +11.6% | +9.6% | +2.0% | +9.6% |
| 3M | +1.5% | +83.3% | -81.8% | -10.6% |
| 6M | +7.7% | +77.9% | -70.2% | -5.4% |
| YTD | -20.1% | +139.9% | -160.0% | -35.1% |
| 1Y | -38.3% | +121.7% | -159.9% | -49.3% |
| 3Y | -17.7% | +121.9% | -139.6% | -34.8% |
| 5Y | -69.9% | -68.4% | -1.5% | -70.8% |
| All | -75.1% | +222.9% | -298.0% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling