+55.8%
RF vs PSKY
-63.1%
+118.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +2.6% |
| 7D | +1.6% | -24.6% | +26.1% | +12.2% |
| 30D | -8.6% | -36.1% | +27.5% | +8.5% |
| 3M | +1.3% | -37.1% | +38.4% | +14.7% |
| 6M | +0.3% | -40.5% | +40.8% | +15.8% |
| YTD | +4.3% | -47.7% | +52.0% | +23.0% |
| 1Y | +22.3% | -58.4% | +80.7% | +57.3% |
| 3Y | +89.2% | -40.7% | +129.9% | +69.3% |
| 5Y | +50.5% | -80.0% | +130.5% | +108.4% |
| 10Y | +293.9% | -84.4% | +378.3% | +373.2% |
| All | +55.8% | -63.1% | +118.9% | -2.4% |
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