+59.4%
RBLX vs PSKY
-18.9%
+78.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.3% |
| 7D | +5.1% | -2.4% | +7.5% | +5.2% |
| 30D | +28.0% | +11.6% | +16.4% | +27.3% |
| 3M | +4.6% | +1.5% | +3.1% | +4.5% |
| 6M | -24.7% | +7.7% | -32.4% | -25.0% |
| YTD | -43.8% | -20.1% | -23.7% | -43.4% |
| 1Y | -65.8% | -38.3% | -27.5% | -65.2% |
| 3Y | +59.4% | -17.7% | +77.1% | +53.5% |
| All | +59.4% | -18.9% | +78.3% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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