+467.2%
TROW vs PSKY
-42.6%
+509.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.1% |
| 7D | +0.4% | +2.4% | -2.0% | -0.4% |
| 30D | -4.0% | +17.5% | -21.6% | -9.4% |
| 3M | +5.0% | +4.4% | +0.6% | +2.8% |
| 6M | +24.3% | -9.0% | +33.3% | +26.1% |
| YTD | +9.8% | -18.6% | +28.4% | +13.9% |
| 1Y | +6.4% | -27.7% | +34.2% | +12.3% |
| 3Y | +15.8% | -16.9% | +32.7% | +1.7% |
| 5Y | -37.3% | -70.3% | +33.0% | -23.3% |
| 10Y | +130.6% | -74.9% | +205.6% | +137.3% |
| All | +467.2% | -42.6% | +509.7% | +251.5% |
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 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