+96.0%
FFIV vs PSKY
-78.3%
+174.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.8% | +1.6% | -3.6% |
| 7D | -7.9% | -24.6% | +16.7% | -9.7% |
| 30D | +7.4% | -36.1% | +43.6% | +3.9% |
| 3M | +79.9% | -53.4% | +133.3% | +74.3% |
| 6M | +79.9% | -53.4% | +133.3% | +74.3% |
| YTD | +79.9% | -53.4% | +133.3% | +74.3% |
| 1Y | +49.7% | -58.4% | +108.0% | +46.9% |
| 3Y | +187.1% | -40.7% | +227.8% | +158.0% |
| All | +96.0% | -78.3% | +174.3% | +96.0% |
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 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