+28.3%
RDW vs PSKY
-26.0%
+54.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +2.0% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -1.8% | +24.0% | -25.7% | -7.7% |
| 3M | -50.9% | +2.2% | -53.0% | -51.4% |
| 6M | +13.5% | -9.0% | +22.4% | +14.4% |
| YTD | +38.6% | -18.1% | +56.7% | +42.2% |
| 1Y | +28.3% | -25.1% | +53.4% | +38.7% |
| All | +28.3% | -26.0% | +54.3% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling