+54.9%
RMBS vs PSKY
-21.8%
+76.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.2% | +1.6% |
| 7D | +3.5% | -6.8% | +10.3% | +4.4% |
| 30D | -8.6% | +10.2% | -18.8% | -9.9% |
| 3M | -40.3% | +0.3% | -40.6% | -40.5% |
| 6M | -1.0% | -7.8% | +6.8% | -0.5% |
| YTD | -4.6% | -23.0% | +18.4% | -1.9% |
| 1Y | +17.6% | -31.6% | +49.2% | +22.0% |
| All | +54.9% | -21.8% | +76.7% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling