-66.9%
PSKY vs RPRX
+58.8%
-125.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.2% | -7.1% | -4.4% |
| 7D | -24.6% | +7.1% | -31.6% | -23.3% |
| 30D | -36.1% | +3.2% | -39.4% | -35.5% |
| 3M | -54.8% | +57.0% | -111.8% | -45.4% |
| 6M | -54.8% | +57.0% | -111.8% | -45.4% |
| YTD | -54.8% | +57.0% | -111.8% | -45.4% |
| 1Y | -58.4% | +71.0% | -129.4% | -51.1% |
| 3Y | -40.7% | +135.4% | -176.1% | -37.5% |
| 5Y | -80.0% | +78.5% | -158.5% | -76.8% |
| All | -66.9% | +58.8% | -125.7% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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