+419.6%
FDX vs PSKY
-42.2%
+461.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.1% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | +3.8% | +24.0% | -20.2% | -2.4% |
| 3M | -1.3% | +2.2% | -3.5% | -2.4% |
| 6M | +5.0% | -9.0% | +14.0% | +6.2% |
| YTD | +39.6% | -18.1% | +57.8% | +43.7% |
| 1Y | +81.1% | -25.1% | +106.2% | +88.3% |
| 3Y | +63.0% | -16.3% | +79.4% | +48.0% |
| 5Y | +65.6% | -70.4% | +136.0% | +95.8% |
| 10Y | +183.4% | -74.2% | +257.5% | +191.7% |
| All | +419.6% | -42.2% | +461.8% | +209.5% |
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