+59.6%
FCX vs PSKY
-26.0%
+85.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.4% |
| 7D | -4.9% | -0.2% | -4.7% | -4.9% |
| 30D | +4.8% | +24.0% | -19.2% | +3.3% |
| 3M | +4.6% | +2.2% | +2.4% | +4.4% |
| 6M | +10.8% | -9.0% | +19.8% | +10.9% |
| YTD | +44.2% | -18.1% | +62.4% | +45.7% |
| 1Y | +59.6% | -25.1% | +84.7% | +58.4% |
| All | +59.6% | -26.0% | +85.6% | +58.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling