-39.4%
PSKY vs RY
+152.9%
-192.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.4% | -4.4% |
| 7D | -24.6% | +3.1% | -27.6% | -23.0% |
| 30D | -36.1% | -3.6% | -32.5% | -38.1% |
| 3M | -54.8% | +34.5% | -89.3% | -31.5% |
| 6M | -54.8% | +34.5% | -89.3% | -31.5% |
| YTD | -54.8% | +34.5% | -89.3% | -31.5% |
| 1Y | -58.4% | +37.9% | -96.2% | -37.8% |
| All | -39.4% | +152.9% | -192.3% | -51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling