-27.0%
RKT vs PSKY
-55.0%
+28.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.2% |
| 7D | -7.2% | -6.0% | -1.3% | -5.8% |
| 30D | -7.9% | +10.7% | -18.6% | -10.1% |
| 3M | +5.2% | +1.2% | +4.0% | +4.7% |
| 6M | -14.9% | +1.5% | -16.4% | -15.7% |
| YTD | -31.9% | -21.8% | -10.1% | -28.8% |
| 1Y | -36.9% | -30.2% | -6.7% | -33.0% |
| 3Y | +35.7% | -20.1% | +55.8% | +31.1% |
| 5Y | -9.7% | -70.5% | +60.8% | +1.1% |
| All | -27.0% | -55.0% | +28.0% | -12.7% |
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