-76.2%
PSKY vs TRU
+228.6%
-304.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.6% |
| 7D | +2.4% | -7.2% | +9.6% | +5.5% |
| 30D | +17.5% | -2.8% | +20.3% | +18.7% |
| 3M | +4.4% | +13.0% | -8.6% | -1.9% |
| 6M | -9.0% | +0.7% | -9.7% | -10.7% |
| YTD | -18.6% | -9.0% | -9.6% | -17.2% |
| 1Y | -27.7% | -16.3% | -11.4% | -24.2% |
| 3Y | -16.9% | -1.1% | -15.8% | -24.7% |
| 5Y | -70.3% | -36.0% | -34.3% | -68.4% |
| 10Y | -74.9% | +139.9% | -214.8% | -83.4% |
| All | -76.2% | +228.6% | -304.8% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling