-35.1%
PSKY vs RRC
+80.4%
-115.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.4% |
| 7D | -0.2% | +1.3% | -1.5% | -0.5% |
| 30D | +24.0% | +10.1% | +13.9% | +20.8% |
| 3M | +2.2% | +4.0% | -1.8% | +0.8% |
| 6M | -9.0% | +1.6% | -10.6% | -10.1% |
| YTD | -18.1% | +19.7% | -37.9% | -22.6% |
| 1Y | -25.1% | +21.4% | -46.5% | -29.8% |
| 3Y | -16.3% | +29.7% | -46.0% | -25.2% |
| 5Y | -70.4% | +153.9% | -224.2% | -79.5% |
| 10Y | -74.2% | +10.8% | -85.0% | -81.6% |
| All | -35.1% | +80.4% | -115.5% | -64.2% |
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