-70.5%
PSKY vs RNG
-70.1%
-0.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.4% | +1.8% |
| 7D | -6.0% | -9.6% | +3.6% | -3.7% |
| 30D | +10.7% | +8.8% | +1.9% | +8.3% |
| 3M | +1.2% | +78.6% | -77.5% | -13.4% |
| 6M | +1.5% | +70.3% | -68.8% | -12.9% |
| YTD | -21.8% | +140.3% | -162.1% | -40.1% |
| 1Y | -30.2% | +126.6% | -156.8% | -46.1% |
| 3Y | -20.1% | +120.2% | -140.3% | -41.3% |
| 5Y | -70.5% | -68.3% | -2.2% | -71.2% |
| All | -70.5% | -70.1% | -0.4% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling