+242.8%
FFIV vs PSKY
-76.1%
+318.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.4% | +9.2% | +4.5% |
| 7D | +3.5% | -6.8% | +10.3% | +4.3% |
| 30D | -1.3% | +10.2% | -11.6% | -2.6% |
| 3M | +2.4% | +0.3% | +2.1% | +2.1% |
| 6M | +41.8% | -7.8% | +49.6% | +42.4% |
| YTD | +58.5% | -23.0% | +81.5% | +62.0% |
| 1Y | +24.3% | -31.6% | +56.0% | +28.0% |
| 3Y | +152.0% | -21.3% | +173.4% | +144.2% |
| 5Y | +99.1% | -71.5% | +170.6% | +116.9% |
| 10Y | +242.8% | -75.6% | +318.4% | +233.8% |
| All | +242.8% | -76.1% | +318.8% | +233.8% |
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