+62.9%
FDX vs PSKY
-71.8%
+134.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -0.8% |
| 7D | -2.3% | -6.8% | +4.5% | -1.4% |
| 30D | -4.9% | +10.2% | -15.1% | -6.2% |
| 3M | -6.5% | +0.3% | -6.7% | -6.7% |
| 6M | +6.7% | -7.8% | +14.4% | +7.2% |
| YTD | +33.9% | -23.0% | +56.8% | +37.3% |
| 1Y | +72.2% | -31.6% | +103.8% | +78.7% |
| 3Y | +60.2% | -21.3% | +81.6% | +55.0% |
| 5Y | +62.9% | -71.5% | +134.4% | +82.1% |
| All | +62.9% | -71.8% | +134.8% | +82.1% |
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 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