+51.5%
FE vs PSKY
-16.0%
+67.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.5% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | -1.2% | +24.0% | -25.1% | -2.0% |
| 3M | +3.5% | +2.2% | +1.3% | +3.4% |
| 6M | -6.1% | -9.0% | +2.9% | -5.8% |
| YTD | +7.6% | -18.1% | +25.8% | +8.3% |
| 1Y | +11.9% | -25.1% | +37.0% | +12.9% |
| All | +51.5% | -16.0% | +67.6% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling