+225.6%
FANG vs PSKY
-70.1%
+295.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.4% |
| 7D | +2.9% | -2.4% | +5.3% | +3.1% |
| 30D | +2.6% | +11.6% | -9.0% | +1.4% |
| 3M | +7.6% | +1.5% | +6.0% | +7.2% |
| 6M | +17.3% | +7.7% | +9.6% | +15.8% |
| YTD | +38.7% | -20.1% | +58.8% | +40.9% |
| 1Y | +51.6% | -38.3% | +89.9% | +57.8% |
| 3Y | +50.0% | -17.7% | +67.7% | +45.3% |
| All | +225.6% | -70.1% | +295.7% | +328.3% |
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