+614.4%
RSP vs PSKY
-63.1%
+677.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | -2.3% |
| 7D | +0.5% | -24.6% | +25.1% | -9.3% |
| 30D | -0.1% | -36.1% | +36.1% | -15.5% |
| 3M | +217.3% | -84.9% | +302.2% | +173.6% |
| 6M | +217.3% | -84.9% | +302.2% | +173.6% |
| YTD | +217.3% | -84.9% | +302.2% | +173.6% |
| 1Y | +217.3% | -84.9% | +302.2% | +173.6% |
| 3Y | +217.3% | -84.9% | +302.2% | +173.6% |
| 5Y | +217.3% | -84.9% | +302.2% | +173.6% |
| 10Y | +210.9% | -84.4% | +295.3% | +164.4% |
| All | +614.4% | -63.1% | +677.5% | +273.0% |
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