+583.5%
RVMD vs PSKY
-71.2%
+654.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.4% |
| 7D | -3.6% | -6.0% | +2.4% | -2.5% |
| 30D | -1.1% | +10.7% | -11.7% | -3.1% |
| 3M | +41.0% | +1.2% | +39.9% | +40.2% |
| 6M | +105.7% | +1.5% | +104.2% | +103.7% |
| YTD | +155.3% | -21.8% | +177.1% | +163.4% |
| 1Y | +402.7% | -30.2% | +432.9% | +425.4% |
| 3Y | +533.1% | -20.1% | +553.2% | +503.9% |
| 5Y | +583.5% | -70.5% | +654.0% | +777.0% |
| All | +583.5% | -71.2% | +654.7% | +777.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling