-16.9%
PSKY vs RVTY
+16.6%
-33.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | +0.1% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | +17.5% | +10.8% | +6.7% | +14.0% |
| 3M | +4.4% | +26.8% | -22.3% | -3.1% |
| 6M | -9.0% | +39.3% | -48.3% | -18.5% |
| YTD | -18.6% | +31.6% | -50.2% | -26.2% |
| 1Y | -27.7% | +47.7% | -75.4% | -37.3% |
| 3Y | -16.9% | +19.9% | -36.8% | -28.1% |
| All | -16.9% | +16.6% | -33.5% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling