+134.6%
FCX vs PSKY
-71.8%
+206.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +0.5% |
| 7D | +3.1% | -6.8% | +9.9% | +4.4% |
| 30D | +8.1% | +10.2% | -2.1% | +6.1% |
| 3M | +18.9% | +0.3% | +18.7% | +18.5% |
| 6M | +26.6% | -7.8% | +34.4% | +27.7% |
| YTD | +51.2% | -23.0% | +74.1% | +56.5% |
| 1Y | +75.6% | -31.6% | +107.2% | +84.0% |
| 3Y | +101.7% | -21.3% | +123.0% | +93.4% |
| 5Y | +134.6% | -71.5% | +206.1% | +229.8% |
| All | +134.6% | -71.8% | +206.5% | +229.8% |
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