-15.3%
ROP vs PSKY
-70.7%
+55.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | -5.4% | +2.4% | -7.8% | -5.6% |
| 30D | -1.6% | +17.5% | -19.2% | -2.6% |
| 3M | +18.8% | +4.4% | +14.4% | +18.5% |
| 6M | +8.2% | -9.0% | +17.2% | +8.6% |
| YTD | -10.5% | -18.6% | +8.1% | -9.8% |
| 1Y | -23.7% | -27.7% | +4.0% | -22.9% |
| 3Y | -17.9% | -16.9% | -1.0% | -19.6% |
| 5Y | -15.3% | -70.3% | +54.9% | -11.7% |
| All | -15.3% | -70.7% | +55.3% | -11.7% |
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