-58.5%
PSKY vs RRC
+86.1%
-144.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.3% | -9.2% | -5.9% |
| 7D | -24.6% | +5.7% | -30.3% | -25.6% |
| 30D | -36.1% | +5.7% | -41.9% | -37.0% |
| 3M | -54.8% | +13.5% | -68.3% | -56.8% |
| 6M | -54.8% | +13.5% | -68.3% | -56.8% |
| YTD | -54.8% | +13.5% | -68.3% | -56.8% |
| 1Y | -58.4% | +22.3% | -80.6% | -60.9% |
| 3Y | -40.7% | +27.0% | -67.6% | -46.4% |
| 5Y | -80.0% | +92.5% | -172.5% | -85.0% |
| 10Y | -84.4% | +21.7% | -106.2% | -89.2% |
| All | -58.5% | +86.1% | -144.6% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling