+1,317.7%
RSG vs PSKY
-42.6%
+1,360.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -0.7% | +2.4% | -3.1% | -1.1% |
| 30D | +3.3% | +17.5% | -14.2% | +0.5% |
| 3M | +8.5% | +4.4% | +4.0% | +7.4% |
| 6M | -3.5% | -9.0% | +5.5% | -2.8% |
| YTD | +5.5% | -18.6% | +24.1% | +7.6% |
| 1Y | -1.7% | -27.7% | +26.0% | +1.2% |
| 3Y | +56.9% | -16.9% | +73.8% | +48.4% |
| 5Y | +89.4% | -70.3% | +159.7% | +107.9% |
| 10Y | +412.5% | -74.9% | +487.5% | +407.3% |
| All | +1,317.7% | -42.6% | +1,360.3% | +877.5% |
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