-90.7%
RIG vs PSKY
-42.6%
-48.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -1.0% | -1.3% |
| 7D | -2.7% | +2.4% | -5.1% | -3.6% |
| 30D | +9.5% | +17.5% | -8.0% | +2.3% |
| 3M | -6.6% | +4.4% | -11.1% | -9.0% |
| 6M | -2.9% | -9.0% | +6.2% | -1.6% |
| YTD | +39.5% | -18.6% | +58.1% | +45.0% |
| 1Y | +82.3% | -27.7% | +110.0% | +93.2% |
| 3Y | -29.6% | -16.9% | -12.7% | -39.6% |
| 5Y | +63.2% | -70.3% | +133.4% | +103.9% |
| 10Y | -45.0% | -74.9% | +30.0% | -34.9% |
| All | -90.7% | -42.6% | -48.1% | -93.9% |
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