+513.0%
RRX vs PSKY
-42.6%
+555.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +4.3% | +2.4% | +1.9% | +3.5% |
| 30D | -8.0% | +17.5% | -25.5% | -12.5% |
| 3M | -22.0% | +4.4% | -26.5% | -23.7% |
| 6M | -11.9% | -9.0% | -2.9% | -11.2% |
| YTD | +17.1% | -18.6% | +35.7% | +20.5% |
| 1Y | +14.9% | -27.7% | +42.6% | +20.3% |
| 3Y | +6.9% | -16.9% | +23.7% | -2.8% |
| 5Y | +19.6% | -70.3% | +89.8% | +43.5% |
| 10Y | +215.9% | -74.9% | +290.9% | +233.3% |
| All | +513.0% | -42.6% | +555.6% | +321.9% |
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 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