+72.7%
RF vs PSKY
-42.2%
+114.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.7% |
| 7D | +1.3% | -0.2% | +1.5% | +1.4% |
| 30D | -3.6% | +24.0% | -27.6% | -12.7% |
| 3M | +8.1% | +2.2% | +5.9% | +6.0% |
| 6M | +11.5% | -9.0% | +20.4% | +13.1% |
| YTD | +15.6% | -18.1% | +33.7% | +19.8% |
| 1Y | +15.7% | -25.1% | +40.8% | +20.6% |
| 3Y | +86.9% | -16.3% | +103.2% | +54.7% |
| 5Y | +89.8% | -70.4% | +160.2% | +138.2% |
| 10Y | +344.7% | -74.2% | +418.9% | +350.6% |
| All | +72.7% | -42.2% | +114.9% | -4.9% |
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