+181.9%
FANG vs PSKY
-74.6%
+256.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.7% |
| 7D | +2.9% | -2.4% | +5.3% | +3.4% |
| 30D | +2.6% | +11.6% | -9.0% | -0.2% |
| 3M | +7.6% | +1.5% | +6.0% | +6.6% |
| 6M | +17.3% | +7.7% | +9.6% | +13.7% |
| YTD | +38.7% | -20.1% | +58.8% | +43.3% |
| 1Y | +51.6% | -38.3% | +89.9% | +65.2% |
| 3Y | +50.0% | -17.7% | +67.7% | +37.3% |
| 5Y | +237.6% | -69.9% | +307.4% | +302.1% |
| All | +181.9% | -74.6% | +256.5% | +115.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling