-71.5%
PSKY vs RRC
+154.4%
-225.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | -6.8% | -1.7% | -5.1% | -6.5% |
| 30D | +10.2% | +3.6% | +6.6% | +9.5% |
| 3M | +0.3% | +8.8% | -8.6% | -1.5% |
| 6M | -7.8% | +0.8% | -8.5% | -8.4% |
| YTD | -23.0% | +19.0% | -41.9% | -25.9% |
| 1Y | -31.6% | +22.9% | -54.6% | -35.0% |
| 3Y | -21.3% | +32.3% | -53.6% | -27.9% |
| 5Y | -71.5% | +151.6% | -223.0% | -78.9% |
| All | -71.5% | +154.4% | -225.8% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling