-38.3%
PSKY vs TRU
-13.7%
-24.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.9% |
| 7D | -2.4% | -2.7% | +0.3% | -1.7% |
| 30D | +11.6% | -2.0% | +13.6% | +12.0% |
| 3M | +1.5% | +18.4% | -16.9% | -3.6% |
| 6M | +7.7% | +8.9% | -1.2% | +4.2% |
| YTD | -20.1% | -8.9% | -11.2% | -19.4% |
| 1Y | -38.3% | -15.9% | -22.4% | -37.7% |
| All | -38.3% | -13.7% | -24.6% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling