+324.4%
FCX vs PSKY
-42.2%
+366.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.9% |
| 7D | -4.9% | -0.2% | -4.7% | -4.8% |
| 30D | +4.8% | +24.0% | -19.2% | -4.3% |
| 3M | +4.6% | +2.2% | +2.4% | +3.0% |
| 6M | +10.8% | -9.0% | +19.8% | +12.9% |
| YTD | +44.2% | -18.1% | +62.4% | +50.3% |
| 1Y | +59.6% | -25.1% | +84.7% | +67.7% |
| 3Y | +82.2% | -16.3% | +98.6% | +56.4% |
| 5Y | +115.6% | -70.4% | +186.0% | +170.9% |
| 10Y | +670.6% | -74.2% | +744.7% | +694.0% |
| All | +324.4% | -42.2% | +366.6% | +138.1% |
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