+45.5%
FE vs PSKY
-78.6%
+124.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.8% | +6.2% | +1.6% |
| 7D | +2.6% | -24.6% | +27.2% | +3.4% |
| 30D | +0.8% | -36.1% | +36.9% | +2.1% |
| 3M | +2.7% | -34.6% | +37.3% | +3.8% |
| 6M | -6.8% | -40.5% | +33.7% | -5.4% |
| YTD | +6.3% | -47.7% | +54.0% | +8.4% |
| 1Y | +2.7% | -58.4% | +61.0% | +5.9% |
| 3Y | +44.7% | -40.7% | +85.4% | +43.3% |
| All | +45.5% | -78.6% | +124.2% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling