+374.8%
FDX vs PSKY
-63.1%
+437.8%
-71.3%
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% | +0.6% |
| 7D | +0.6% | -24.6% | +25.2% | +7.1% |
| 30D | -6.1% | -36.1% | +30.1% | +4.4% |
| 3M | +57.7% | -38.5% | +96.1% | +67.9% |
| 6M | +57.7% | -38.5% | +96.1% | +67.9% |
| YTD | +57.7% | -38.5% | +96.1% | +67.9% |
| 1Y | +57.7% | -38.5% | +96.1% | +67.9% |
| 3Y | +56.3% | -40.7% | +97.0% | +66.8% |
| 5Y | +75.7% | -80.0% | +155.7% | +147.5% |
| 10Y | +150.0% | -84.4% | +234.4% | +219.5% |
| All | +374.8% | -63.1% | +437.8% | +242.9% |
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