-2.0%
RMD vs PSKY
-78.2%
+76.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.8% | +3.5% | -0.8% |
| 7D | +3.9% | -24.6% | +28.4% | +6.7% |
| 30D | +7.2% | -36.1% | +43.3% | +12.1% |
| 3M | -4.3% | -58.0% | +53.6% | +3.2% |
| 6M | -4.3% | -58.0% | +53.6% | +3.2% |
| YTD | -4.3% | -58.0% | +53.6% | +3.2% |
| 1Y | -10.6% | -58.4% | +47.8% | -3.5% |
| 3Y | +74.3% | -40.7% | +114.9% | +77.1% |
| All | -2.0% | -78.2% | +76.2% | +8.9% |
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