-35.9%
RUN vs PSKY
-21.8%
-14.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.4% | +0.8% | -3.3% |
| 7D | -1.8% | -6.8% | +5.1% | -0.1% |
| 30D | -10.8% | +10.2% | -21.1% | -12.8% |
| 3M | -30.2% | +0.3% | -30.4% | -30.4% |
| 6M | -22.3% | -7.8% | -14.6% | -21.7% |
| YTD | -52.2% | -23.0% | -29.2% | -50.5% |
| 1Y | -45.1% | -31.6% | -13.5% | -41.8% |
| All | -35.9% | -21.8% | -14.0% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling