+645.9%
TRGP vs PSKY
-71.2%
+717.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -0.6% | -6.0% | +5.4% | +0.1% |
| 30D | +10.0% | +10.7% | -0.7% | +8.7% |
| 3M | +7.6% | +1.2% | +6.4% | +7.3% |
| 6M | +26.8% | +1.5% | +25.3% | +25.9% |
| YTD | +60.6% | -21.8% | +82.3% | +63.5% |
| 1Y | +82.5% | -30.2% | +112.6% | +87.2% |
| 3Y | +265.0% | -20.1% | +285.1% | +253.7% |
| 5Y | +645.9% | -70.5% | +716.4% | +806.5% |
| All | +645.9% | -71.2% | +717.0% | +806.5% |
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