+28.6%
ROK vs PSKY
-26.0%
+54.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | -3.3% | +24.0% | -27.3% | -4.3% |
| 3M | -5.9% | +2.2% | -8.0% | -5.7% |
| 6M | +13.9% | -9.0% | +22.8% | +14.5% |
| YTD | +12.6% | -18.1% | +30.7% | +13.6% |
| 1Y | +28.6% | -25.1% | +53.7% | +30.4% |
| All | +28.6% | -26.0% | +54.6% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling