+617.4%
RVMD vs PSKY
-63.5%
+680.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -1.2% | +2.4% | -3.6% | -1.7% |
| 30D | +1.1% | +17.5% | -16.5% | -2.5% |
| 3M | +39.6% | +4.4% | +35.2% | +37.7% |
| 6M | +110.7% | -9.0% | +119.7% | +113.1% |
| YTD | +160.3% | -18.6% | +178.9% | +167.2% |
| 1Y | +404.9% | -27.7% | +432.6% | +426.7% |
| 3Y | +545.5% | -16.9% | +562.3% | +508.8% |
| 5Y | +584.7% | -70.3% | +654.9% | +708.8% |
| All | +617.4% | -63.5% | +680.9% | +553.9% |
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