-20.7%
PSKY vs RNG
+122.1%
-142.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.2% |
| 7D | -6.8% | -4.1% | -2.8% | -6.2% |
| 30D | +10.2% | +8.6% | +1.6% | +8.6% |
| 3M | +0.3% | +78.0% | -77.7% | -9.9% |
| 6M | -7.8% | +67.0% | -74.8% | -16.7% |
| YTD | -23.0% | +142.4% | -165.4% | -36.2% |
| 1Y | -31.6% | +120.4% | -152.1% | -42.5% |
| All | -20.7% | +122.1% | -142.7% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling