+2,174.7%
TRGP vs PSKY
-19.2%
+2,193.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.7% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +11.5% | +24.0% | -12.5% | +4.1% |
| 3M | +9.0% | +2.2% | +6.8% | +7.5% |
| 6M | +20.5% | -9.0% | +29.5% | +21.7% |
| YTD | +59.5% | -18.1% | +77.7% | +64.6% |
| 1Y | +77.9% | -25.1% | +103.0% | +84.8% |
| 3Y | +253.6% | -16.3% | +269.9% | +208.5% |
| 5Y | +615.5% | -70.4% | +685.8% | +773.5% |
| 10Y | +897.1% | -74.2% | +971.3% | +842.1% |
| All | +2,174.7% | -19.2% | +2,193.9% | +1,279.6% |
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 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