-75.1%
PSKY vs RNG
+309.1%
-384.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +0.3% |
| 7D | +2.4% | -0.8% | +3.2% | +2.5% |
| 30D | +17.5% | +11.4% | +6.1% | +15.0% |
| 3M | +4.4% | +72.1% | -67.6% | -6.9% |
| 6M | -9.0% | +67.9% | -77.0% | -19.1% |
| YTD | -18.6% | +144.3% | -162.9% | -33.9% |
| 1Y | -27.7% | +117.5% | -145.3% | -40.3% |
| 3Y | -16.9% | +123.9% | -140.7% | -34.0% |
| 5Y | -70.3% | -70.1% | -0.2% | -70.1% |
| 10Y | -74.9% | +215.9% | -290.8% | -84.2% |
| All | -75.1% | +309.1% | -384.2% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling