-75.6%
PSKY vs RRC
+6.5%
-82.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.5% |
| 7D | -6.0% | -1.2% | -4.8% | -5.8% |
| 30D | +10.7% | +3.0% | +7.7% | +10.0% |
| 3M | +1.2% | +7.3% | -6.1% | -0.3% |
| 6M | +1.5% | +3.6% | -2.1% | +0.3% |
| YTD | -21.8% | +19.4% | -41.1% | -24.7% |
| 1Y | -30.2% | +21.4% | -51.6% | -33.2% |
| 3Y | -20.1% | +32.8% | -52.8% | -26.3% |
| 5Y | -70.5% | +152.0% | -222.5% | -76.9% |
| All | -75.6% | +6.5% | -82.1% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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