+351.3%
FERG vs PSKY
-74.6%
+425.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.5% |
| 7D | -2.6% | -2.4% | -0.2% | -2.4% |
| 30D | -8.9% | +11.6% | -20.5% | -9.9% |
| 3M | -2.0% | +1.5% | -3.6% | -2.3% |
| 6M | -3.2% | +7.7% | -10.9% | -4.3% |
| YTD | +1.5% | -20.1% | +21.6% | +3.0% |
| 1Y | +0.5% | -38.3% | +38.8% | +4.1% |
| 3Y | +50.4% | -17.7% | +68.1% | +46.3% |
| 5Y | +68.7% | -69.9% | +138.6% | +77.3% |
| All | +351.3% | -74.6% | +425.9% | +339.6% |
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