+109.2%
FE vs PSKY
-74.5%
+183.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +0.6% | +2.4% | -1.7% | +0.4% |
| 30D | -2.1% | +17.5% | -19.7% | -3.7% |
| 3M | +2.6% | +4.4% | -1.8% | +2.1% |
| 6M | -6.8% | -9.0% | +2.2% | -6.4% |
| YTD | +6.9% | -18.6% | +25.5% | +8.2% |
| 1Y | +11.6% | -27.7% | +39.3% | +13.6% |
| 3Y | +47.7% | -16.9% | +64.6% | +43.6% |
| 5Y | +46.2% | -70.3% | +116.5% | +56.9% |
| 10Y | +109.2% | -74.9% | +184.1% | +79.5% |
| All | +109.2% | -74.5% | +183.7% | +79.5% |
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 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