-75.6%
PSKY vs RVTY
+139.0%
-214.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.4% |
| 7D | -6.0% | -7.4% | +1.4% | -3.3% |
| 30D | +10.7% | +4.5% | +6.2% | +8.8% |
| 3M | +1.2% | +19.5% | -18.3% | -5.8% |
| 6M | +1.5% | +34.1% | -32.6% | -10.3% |
| YTD | -21.8% | +25.3% | -47.0% | -29.5% |
| 1Y | -30.2% | +47.0% | -77.2% | -41.1% |
| 3Y | -20.1% | +14.1% | -34.2% | -28.6% |
| 5Y | -70.5% | -34.6% | -35.9% | -68.2% |
| All | -75.6% | +139.0% | -214.6% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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