+45.9%
ROK vs PSKY
-71.2%
+117.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.3% |
| 7D | -1.6% | -6.0% | +4.4% | -0.9% |
| 30D | -5.4% | +10.7% | -16.1% | -6.7% |
| 3M | -4.0% | +1.2% | -5.1% | -4.3% |
| 6M | +13.3% | +1.5% | +11.9% | +12.5% |
| YTD | +9.3% | -21.8% | +31.1% | +11.7% |
| 1Y | +25.8% | -30.2% | +56.0% | +29.4% |
| 3Y | +49.1% | -20.1% | +69.2% | +44.6% |
| 5Y | +45.9% | -70.5% | +116.4% | +66.3% |
| All | +45.9% | -71.2% | +117.0% | +66.3% |
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