+82.2%
FCX vs PSKY
-78.0%
+160.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | +0.1% |
| 7D | -5.4% | -24.6% | +19.1% | -1.4% |
| 30D | +0.5% | -36.1% | +36.6% | +7.5% |
| 3M | +13.3% | -37.1% | +50.4% | +20.2% |
| 6M | +2.3% | -40.5% | +42.8% | +9.6% |
| YTD | +38.2% | -47.7% | +85.9% | +50.0% |
| 1Y | +68.3% | -58.4% | +126.7% | +89.6% |
| 3Y | +101.3% | -40.7% | +142.0% | +98.0% |
| All | +82.2% | -78.0% | +160.2% | +116.0% |
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 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