+612.2%
FCX vs PSKY
-74.6%
+686.8%
-72.6%
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% | -0.8% |
| 7D | -2.3% | -2.4% | +0.1% | -1.7% |
| 30D | +2.7% | +11.6% | -8.9% | -0.6% |
| 3M | +7.4% | +1.5% | +5.9% | +6.3% |
| 6M | +16.0% | +7.7% | +8.3% | +12.6% |
| YTD | +40.9% | -20.1% | +61.0% | +46.4% |
| 1Y | +56.4% | -38.3% | +94.7% | +72.9% |
| 3Y | +84.2% | -17.7% | +102.0% | +69.1% |
| 5Y | +114.6% | -69.9% | +184.5% | +163.8% |
| All | +612.2% | -74.6% | +686.8% | +460.6% |
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