-58.5%
PSKY vs RVTY
+669.3%
-727.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.3% | -3.5% | -4.2% |
| 7D | -24.6% | -1.0% | -23.6% | -24.0% |
| 30D | -36.1% | +18.8% | -54.9% | -42.5% |
| 3M | -36.0% | +54.4% | -90.4% | -50.8% |
| 6M | -40.5% | +70.7% | -111.3% | -56.8% |
| YTD | -47.7% | +58.1% | -105.8% | -61.0% |
| 1Y | -58.4% | +62.8% | -121.2% | -69.5% |
| 3Y | -40.7% | +44.4% | -85.1% | -56.5% |
| 5Y | -80.0% | -9.0% | -71.0% | -81.9% |
| 10Y | -84.4% | +201.1% | -285.5% | -93.8% |
| All | -58.5% | +669.3% | -727.9% | -91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling