-22.1%
RMD vs PSKY
-71.8%
+49.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | -0.1% |
| 7D | -4.7% | -6.8% | +2.1% | -4.2% |
| 30D | +0.2% | +10.2% | -10.0% | -0.6% |
| 3M | +12.0% | +0.3% | +11.7% | +11.9% |
| 6M | -12.5% | -7.8% | -4.8% | -12.2% |
| YTD | -7.9% | -23.0% | +15.0% | -6.6% |
| 1Y | -20.4% | -31.6% | +11.3% | -18.8% |
| 3Y | +53.1% | -21.3% | +74.4% | +50.4% |
| 5Y | -22.1% | -71.5% | +49.3% | -19.9% |
| All | -22.1% | -71.8% | +49.7% | -19.9% |
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