+628.0%
RSP vs PSKY
-42.2%
+670.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.1% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | -0.3% | +24.0% | -24.3% | -5.9% |
| 3M | +4.3% | +2.2% | +2.1% | +3.2% |
| 6M | +8.8% | -9.0% | +17.8% | +10.0% |
| YTD | +15.3% | -18.1% | +33.4% | +18.6% |
| 1Y | +18.3% | -25.1% | +43.4% | +22.5% |
| 3Y | +52.8% | -16.3% | +69.1% | +39.7% |
| 5Y | +51.7% | -70.4% | +122.1% | +76.3% |
| 10Y | +208.5% | -74.2% | +282.6% | +211.9% |
| All | +628.0% | -42.2% | +670.3% | +362.3% |
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