+1,335.0%
FERG vs PSKY
+2.1%
+1,332.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.9% |
| 7D | +3.4% | +2.4% | +1.0% | +3.2% |
| 30D | -11.5% | +17.5% | -29.0% | -12.7% |
| 3M | +1.3% | +4.4% | -3.2% | +0.8% |
| 6M | -1.0% | -9.0% | +8.1% | -0.6% |
| YTD | +3.2% | -18.6% | +21.8% | +4.3% |
| 1Y | -3.0% | -27.7% | +24.8% | -1.6% |
| 3Y | +55.0% | -16.9% | +71.9% | +51.7% |
| 5Y | +72.6% | -70.3% | +142.9% | +78.8% |
| 10Y | +358.9% | -74.9% | +433.9% | +345.0% |
| All | +1,335.0% | +2.1% | +1,332.9% | +1,369.1% |
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