-85.0%
PSKY vs RY
+350.3%
-435.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.4% | -5.0% |
| 7D | -24.6% | +3.1% | -27.6% | -25.1% |
| 30D | -36.1% | -3.6% | -32.5% | -35.4% |
| 3M | -53.4% | +37.7% | -91.1% | -62.6% |
| 6M | -53.4% | +37.7% | -91.1% | -62.6% |
| YTD | -53.4% | +37.7% | -91.1% | -62.6% |
| 1Y | -58.4% | +37.9% | -96.2% | -66.6% |
| 3Y | -40.7% | +153.3% | -194.0% | -74.5% |
| 5Y | -80.0% | +121.2% | -201.2% | -90.2% |
| All | -85.0% | +350.3% | -435.4% | -95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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