+1,440.5%
FANG vs PSKY
-59.5%
+1,500.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.8% |
| 7D | +2.9% | -2.4% | +5.3% | +3.5% |
| 30D | +2.6% | +11.6% | -9.0% | -0.6% |
| 3M | +7.6% | +1.5% | +6.0% | +6.4% |
| 6M | +17.3% | +7.7% | +9.6% | +13.2% |
| YTD | +38.7% | -20.1% | +58.8% | +43.7% |
| 1Y | +51.6% | -38.3% | +89.9% | +66.7% |
| 3Y | +50.0% | -17.7% | +67.7% | +35.5% |
| 5Y | +237.6% | -69.9% | +307.4% | +303.2% |
| 10Y | +180.7% | -74.7% | +255.4% | +158.0% |
| All | +1,440.5% | -59.5% | +1,500.0% | +1,115.0% |
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