-46.5%
RUN vs PSKY
-28.3%
-18.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.7% |
| 7D | -3.7% | -2.4% | -1.3% | -3.9% |
| 30D | -13.0% | +11.6% | -24.6% | -12.1% |
| 3M | -31.8% | +1.5% | -33.3% | -31.9% |
| 6M | -32.2% | +7.7% | -39.9% | -31.6% |
| YTD | -53.5% | -20.1% | -33.4% | -49.3% |
| 1Y | -46.5% | -38.3% | -8.2% | -37.6% |
| All | -46.5% | -28.3% | -18.3% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling