+266.8%
RMBS vs PSKY
-70.1%
+336.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.6% |
| 7D | +1.8% | -2.4% | +4.2% | +2.1% |
| 30D | -13.9% | +11.6% | -25.5% | -15.4% |
| 3M | -39.8% | +1.5% | -41.3% | -40.1% |
| 6M | -6.0% | +7.7% | -13.7% | -7.7% |
| YTD | -5.4% | -20.1% | +14.8% | -3.1% |
| 1Y | -1.8% | -38.3% | +36.5% | +4.0% |
| 3Y | +53.7% | -17.7% | +71.4% | +48.8% |
| All | +266.8% | -70.1% | +336.9% | +311.3% |
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