+1,012.2%
ROK vs PSKY
-42.6%
+1,054.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +2.8% | +2.4% | +0.4% | +2.0% |
| 30D | -2.4% | +17.5% | -19.9% | -7.3% |
| 3M | -4.7% | +4.4% | -9.1% | -6.7% |
| 6M | +16.8% | -9.0% | +25.8% | +18.0% |
| YTD | +11.4% | -18.6% | +30.0% | +15.2% |
| 1Y | +26.2% | -27.7% | +53.9% | +32.7% |
| 3Y | +51.9% | -16.9% | +68.7% | +35.7% |
| 5Y | +46.4% | -70.3% | +116.6% | +73.1% |
| 10Y | +343.5% | -74.9% | +418.5% | +342.7% |
| All | +1,012.2% | -42.6% | +1,054.7% | +523.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling