-42.2%
RIG vs PSKY
-74.6%
+32.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.9% | -2.6% |
| 7D | -3.1% | -2.4% | -0.7% | -2.2% |
| 30D | -0.5% | +11.6% | -12.1% | -4.9% |
| 3M | -6.0% | +1.5% | -7.5% | -7.3% |
| 6M | -10.1% | +7.7% | -17.8% | -14.6% |
| YTD | +37.3% | -20.1% | +57.4% | +43.8% |
| 1Y | +73.9% | -38.3% | +112.2% | +98.3% |
| 3Y | -30.2% | -17.7% | -12.4% | -40.3% |
| 5Y | +62.5% | -69.9% | +132.4% | +111.4% |
| All | -42.2% | -74.6% | +32.4% | -50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling