+117.4%
FE vs PSKY
-85.2%
+202.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.8% | +6.2% | +1.8% |
| 7D | +2.6% | -24.6% | +27.2% | +4.5% |
| 30D | +0.8% | -36.1% | +36.9% | +3.8% |
| 3M | +2.7% | -54.8% | +57.5% | +6.7% |
| 6M | +2.7% | -54.8% | +57.5% | +6.7% |
| YTD | +2.7% | -54.8% | +57.5% | +6.7% |
| 1Y | +2.7% | -58.4% | +61.0% | +7.5% |
| 3Y | +44.7% | -40.7% | +85.4% | +40.9% |
| 5Y | +54.6% | -80.0% | +134.6% | +67.0% |
| All | +117.4% | -85.2% | +202.6% | +89.6% |
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