+129.7%
ROP vs PSKY
-75.1%
+204.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.0% | -0.6% |
| 7D | -8.0% | -6.0% | -2.0% | -7.4% |
| 30D | -2.7% | +10.7% | -13.4% | -3.9% |
| 3M | +16.6% | +1.2% | +15.4% | +16.3% |
| 6M | +10.4% | +1.5% | +8.9% | +9.8% |
| YTD | -12.1% | -21.8% | +9.7% | -10.4% |
| 1Y | -23.6% | -30.2% | +6.5% | -21.7% |
| 3Y | -19.3% | -20.1% | +0.8% | -21.8% |
| 5Y | -15.4% | -70.5% | +55.1% | -8.2% |
| All | +129.7% | -75.1% | +204.9% | +106.9% |
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