-19.4%
PSKY vs TRU
-2.2%
-17.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -6.0% | -9.4% | +3.4% | -3.0% |
| 30D | +10.7% | -4.1% | +14.8% | +12.0% |
| 3M | +1.2% | +13.6% | -12.4% | -3.6% |
| 6M | +1.5% | +3.6% | -2.1% | -0.8% |
| YTD | -21.8% | -9.8% | -11.9% | -20.3% |
| 1Y | -30.2% | -13.6% | -16.5% | -28.2% |
| All | -19.4% | -2.2% | -17.2% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling