+65.3%
RIG vs PSKY
-71.2%
+136.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.8% |
| 7D | -4.2% | -6.0% | +1.8% | -3.1% |
| 30D | -0.7% | +10.7% | -11.3% | -2.6% |
| 3M | -4.0% | +1.2% | -5.2% | -4.5% |
| 6M | -6.3% | +1.5% | -7.8% | -7.3% |
| YTD | +39.7% | -21.8% | +61.5% | +44.1% |
| 1Y | +78.1% | -30.2% | +108.3% | +85.5% |
| 3Y | -29.5% | -20.1% | -9.4% | -32.7% |
| 5Y | +65.3% | -70.5% | +135.8% | +123.2% |
| All | +65.3% | -71.2% | +136.5% | +123.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling