+144.9%
FE vs PSKY
-42.2%
+187.2%
-55.7%
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% | -0.3% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | -1.2% | +24.0% | -25.1% | -4.5% |
| 3M | +3.5% | +2.2% | +1.3% | +2.9% |
| 6M | -6.1% | -9.0% | +2.9% | -5.5% |
| YTD | +7.6% | -18.1% | +25.8% | +9.5% |
| 1Y | +11.9% | -25.1% | +37.0% | +14.4% |
| 3Y | +48.4% | -16.3% | +64.8% | +41.3% |
| 5Y | +44.8% | -70.4% | +115.2% | +58.4% |
| 10Y | +115.9% | -74.2% | +190.1% | +114.0% |
| All | +144.9% | -42.2% | +187.2% | +87.1% |
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