+92.6%
FFIV vs PSKY
-70.7%
+163.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.2% |
| 7D | -1.5% | +2.4% | -3.9% | -1.8% |
| 30D | -2.7% | +17.5% | -20.2% | -4.3% |
| 3M | -1.7% | +4.4% | -6.1% | -2.3% |
| 6M | +36.1% | -9.0% | +45.2% | +36.9% |
| YTD | +52.6% | -18.6% | +71.2% | +54.7% |
| 1Y | +21.5% | -27.7% | +49.2% | +24.0% |
| 3Y | +142.7% | -16.9% | +159.5% | +134.2% |
| 5Y | +92.6% | -70.3% | +162.8% | +119.2% |
| All | +92.6% | -70.7% | +163.3% | +119.2% |
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