+414.4%
RMBS vs PSKY
-42.6%
+457.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.8% |
| 7D | +3.0% | +2.4% | +0.6% | +2.2% |
| 30D | -14.4% | +17.5% | -31.9% | -18.7% |
| 3M | -42.8% | +4.4% | -47.3% | -44.0% |
| 6M | -1.4% | -9.0% | +7.6% | -0.2% |
| YTD | -5.4% | -18.6% | +13.2% | -2.1% |
| 1Y | +18.6% | -27.7% | +46.3% | +25.5% |
| 3Y | +57.3% | -16.9% | +74.1% | +43.7% |
| 5Y | +265.7% | -70.3% | +336.0% | +336.9% |
| 10Y | +546.0% | -74.9% | +621.0% | +560.5% |
| All | +414.4% | -42.6% | +457.0% | +199.7% |
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 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