+348.5%
ROK vs PSKY
-74.6%
+423.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.5% | +1.3% |
| 7D | -1.2% | -2.4% | +1.1% | -0.9% |
| 30D | -4.8% | +11.6% | -16.4% | -6.7% |
| 3M | -6.1% | +1.5% | -7.6% | -6.7% |
| 6M | +15.5% | +7.7% | +7.8% | +13.1% |
| YTD | +11.2% | -20.1% | +31.3% | +13.9% |
| 1Y | +23.8% | -38.3% | +62.1% | +31.8% |
| 3Y | +53.1% | -17.7% | +70.9% | +45.6% |
| 5Y | +48.3% | -69.9% | +118.2% | +67.0% |
| All | +348.5% | -74.6% | +423.1% | +288.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling