+216.1%
FFIV vs PSKY
-85.0%
+301.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.8% | +1.6% | -2.7% |
| 7D | -7.9% | -24.6% | +16.7% | -5.4% |
| 30D | +7.4% | -36.1% | +43.6% | +12.0% |
| 3M | +24.9% | -37.1% | +62.0% | +29.0% |
| 6M | +43.5% | -40.5% | +84.0% | +49.2% |
| YTD | +73.2% | -47.7% | +120.8% | +81.7% |
| 1Y | +49.7% | -58.4% | +108.0% | +61.1% |
| 3Y | +187.1% | -40.7% | +227.8% | +181.3% |
| 5Y | +116.3% | -80.0% | +196.4% | +140.9% |
| All | +216.1% | -85.0% | +301.1% | +221.5% |
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 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