+1,207.7%
TRV vs PSKY
-42.6%
+1,250.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +0.5% | +2.4% | -1.9% | 0.0% |
| 30D | -4.9% | +17.5% | -22.4% | -8.1% |
| 3M | +23.7% | +4.4% | +19.3% | +22.1% |
| 6M | +20.3% | -9.0% | +29.3% | +21.3% |
| YTD | +27.1% | -18.6% | +45.6% | +30.1% |
| 1Y | +35.3% | -27.7% | +63.1% | +40.5% |
| 3Y | +139.8% | -16.9% | +156.7% | +123.2% |
| 5Y | +153.9% | -70.3% | +224.1% | +185.7% |
| 10Y | +285.9% | -74.9% | +360.8% | +289.4% |
| All | +1,207.7% | -42.6% | +1,250.3% | +894.7% |
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