+60.8%
FERG vs PSKY
-78.1%
+138.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.8% | +6.1% | +1.0% |
| 7D | +5.3% | -24.6% | +29.8% | +4.2% |
| 30D | +4.2% | -36.1% | +40.3% | +2.3% |
| 3M | +52.0% | -39.9% | +91.9% | +50.1% |
| 6M | +52.0% | -39.9% | +91.9% | +50.1% |
| YTD | +52.0% | -39.9% | +91.9% | +50.1% |
| 1Y | +52.0% | -39.9% | +91.9% | +50.1% |
| 3Y | +48.0% | -40.7% | +88.7% | +45.8% |
| All | +60.8% | -78.1% | +138.9% | +85.5% |
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 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