+103.5%
RIO vs PSKY
-71.8%
+175.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +0.5% |
| 7D | +1.0% | -6.8% | +7.8% | +1.7% |
| 30D | +4.0% | +10.2% | -6.2% | +2.9% |
| 3M | +4.5% | +0.3% | +4.3% | +4.3% |
| 6M | +17.3% | -7.8% | +25.1% | +17.8% |
| YTD | +36.2% | -23.0% | +59.1% | +38.9% |
| 1Y | +76.1% | -31.6% | +107.8% | +80.8% |
| 3Y | +102.5% | -21.3% | +123.9% | +97.6% |
| 5Y | +103.5% | -71.5% | +175.0% | +137.9% |
| All | +103.5% | -71.8% | +175.4% | +137.9% |
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 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