+183.3%
FDX vs PSKY
-74.7%
+258.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -3.3% | +2.4% | -5.7% | -3.8% |
| 30D | -1.4% | +17.5% | -18.9% | -4.5% |
| 3M | -4.5% | +4.4% | -9.0% | -5.6% |
| 6M | +9.4% | -9.0% | +18.4% | +10.4% |
| YTD | +36.0% | -18.6% | +54.6% | +39.2% |
| 1Y | +75.5% | -27.7% | +103.2% | +82.2% |
| 3Y | +62.8% | -16.9% | +79.7% | +53.6% |
| 5Y | +64.4% | -70.3% | +134.7% | +89.9% |
| All | +183.3% | -74.7% | +258.0% | +175.4% |
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