+306.7%
FCX vs PSKY
-63.1%
+369.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | +1.2% |
| 7D | -5.4% | -24.6% | +19.1% | +4.2% |
| 30D | +0.5% | -36.1% | +36.6% | +17.7% |
| 3M | +13.3% | -37.1% | +50.4% | +29.7% |
| 6M | +2.3% | -40.5% | +42.8% | +19.6% |
| YTD | +38.2% | -47.7% | +85.9% | +65.2% |
| 1Y | +68.3% | -58.4% | +126.7% | +117.6% |
| 3Y | +101.3% | -40.7% | +142.0% | +89.2% |
| 5Y | +92.8% | -80.0% | +172.9% | +169.8% |
| 10Y | +701.0% | -84.4% | +785.4% | +878.3% |
| All | +306.7% | -63.1% | +369.7% | +161.5% |
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