+238.8%
RCL vs PSKY
-70.7%
+309.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -0.5% | +2.4% | -2.8% | -0.9% |
| 30D | -17.3% | +17.5% | -34.9% | -20.0% |
| 3M | -2.8% | +4.4% | -7.2% | -3.9% |
| 6M | -4.4% | -9.0% | +4.6% | -3.4% |
| YTD | -4.2% | -18.6% | +14.4% | -1.7% |
| 1Y | -23.4% | -27.7% | +4.4% | -20.3% |
| 3Y | +179.4% | -16.9% | +196.2% | +161.0% |
| 5Y | +238.8% | -70.3% | +309.0% | +350.0% |
| All | +238.8% | -70.7% | +309.4% | +350.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling