+83.6%
FFIV vs PSKY
-53.5%
+137.1%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.8% | +1.6% | -3.5% |
| 7D | -7.9% | -24.6% | +16.7% | -9.4% |
| 30D | +7.4% | -36.1% | +43.6% | +4.0% |
| 3M | +24.9% | -37.1% | +62.0% | +21.2% |
| 6M | +43.5% | -40.5% | +84.0% | +39.5% |
| YTD | +73.2% | -47.7% | +120.8% | +66.2% |
| All | +83.6% | -53.5% | +137.1% | +75.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling