-39.0%
TROW vs PSKY
-70.1%
+31.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.5% |
| 7D | -3.2% | -2.4% | -0.8% | -2.8% |
| 30D | -4.6% | +11.6% | -16.2% | -6.5% |
| 3M | -0.7% | +1.5% | -2.2% | -1.2% |
| 6M | +22.2% | +7.7% | +14.5% | +19.8% |
| YTD | +6.6% | -20.1% | +26.7% | +9.5% |
| 1Y | +5.8% | -38.3% | +44.1% | +13.2% |
| 3Y | +11.6% | -17.7% | +29.3% | +4.9% |
| All | -39.0% | -70.1% | +31.2% | -23.3% |
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