-9.0%
PSKY vs RRC
+3.3%
-12.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.7% |
| 7D | -0.2% | +1.3% | -1.5% | -0.1% |
| 30D | +24.0% | +10.1% | +13.9% | +24.6% |
| 3M | +2.2% | +4.0% | -1.8% | +1.6% |
| 6M | -9.0% | +1.6% | -10.6% | -10.0% |
| All | -9.0% | +3.3% | -12.3% | -10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling