-95.6%
FCUV vs PSKY
-74.3%
-21.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -0.6% | -64.7% | -65.2% |
| 7D | -47.9% | +2.4% | -50.3% | -47.9% |
| 30D | +13.7% | +17.5% | -3.9% | +12.4% |
| 3M | +97.0% | +4.4% | +92.6% | +94.6% |
| 6M | -66.1% | -9.0% | -57.1% | -66.4% |
| YTD | -81.8% | -18.6% | -63.2% | -81.8% |
| 1Y | -93.3% | -27.7% | -65.6% | -93.2% |
| 3Y | -99.2% | -16.9% | -82.4% | -99.2% |
| 5Y | -99.9% | -70.3% | -29.6% | -99.9% |
| 10Y | -98.5% | -74.9% | -23.6% | -98.7% |
| All | -95.6% | -74.3% | -21.3% | -97.0% |
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