-70.5%
PSKY vs TRU
-36.7%
-33.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -6.0% | -9.4% | +3.4% | -2.0% |
| 30D | +10.7% | -4.1% | +14.8% | +12.4% |
| 3M | +1.2% | +13.6% | -12.4% | -5.3% |
| 6M | +1.5% | +3.6% | -2.1% | -1.8% |
| YTD | -21.8% | -9.8% | -11.9% | -20.0% |
| 1Y | -30.2% | -13.6% | -16.5% | -27.6% |
| 3Y | -20.1% | -2.0% | -18.1% | -27.8% |
| 5Y | -70.5% | -35.8% | -34.7% | -71.1% |
| All | -70.5% | -36.7% | -33.8% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling