+628.6%
RCL vs PSKY
-42.2%
+670.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.7% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | -19.0% | +24.0% | -43.0% | -27.3% |
| 3M | -9.6% | +2.2% | -11.8% | -11.5% |
| 6M | -6.7% | -9.0% | +2.3% | -5.2% |
| YTD | -3.9% | -18.1% | +14.2% | +0.1% |
| 1Y | -25.1% | -25.1% | 0.0% | -21.3% |
| 3Y | +179.1% | -16.3% | +195.4% | +124.6% |
| 5Y | +243.3% | -70.4% | +313.7% | +341.2% |
| 10Y | +325.8% | -74.2% | +399.9% | +367.9% |
| All | +628.6% | -42.2% | +670.8% | +252.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling