+1,004.7%
ROK vs PSKY
-63.1%
+1,067.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +2.3% |
| 7D | -1.5% | -24.6% | +23.1% | +5.3% |
| 30D | +1.8% | -36.1% | +37.9% | +13.4% |
| 3M | +9.5% | -54.8% | +64.3% | +23.5% |
| 6M | +9.5% | -54.8% | +64.3% | +23.5% |
| YTD | +9.5% | -54.8% | +64.3% | +23.5% |
| 1Y | +24.1% | -58.4% | +82.5% | +43.1% |
| 3Y | +53.5% | -40.7% | +94.1% | +39.0% |
| 5Y | +47.5% | -80.0% | +127.5% | +79.9% |
| 10Y | +338.3% | -84.4% | +422.7% | +366.8% |
| All | +1,004.7% | -63.1% | +1,067.8% | +549.4% |
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 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