+53.1%
RGTI vs PSKY
-72.2%
+125.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.0% |
| 7D | -0.1% | -6.0% | +5.8% | +1.7% |
| 30D | -16.2% | +10.7% | -26.9% | -18.8% |
| 3M | -22.0% | +1.2% | -23.2% | -22.6% |
| 6M | -10.8% | +1.5% | -12.3% | -11.1% |
| YTD | -31.6% | -21.8% | -9.8% | -27.5% |
| 1Y | -6.4% | -30.2% | +23.8% | +2.1% |
| 3Y | +665.7% | -20.1% | +685.7% | +638.5% |
| 5Y | +55.6% | -70.5% | +126.2% | +76.5% |
| All | +53.1% | -72.2% | +125.3% | +73.4% |
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