+1,565.8%
FFIV vs PSKY
-63.1%
+1,628.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.8% | +1.6% | -2.4% |
| 7D | -7.9% | -24.6% | +16.7% | -3.9% |
| 30D | +7.4% | -36.1% | +43.6% | +14.9% |
| 3M | +79.9% | -53.4% | +133.3% | +90.9% |
| 6M | +79.9% | -53.4% | +133.3% | +90.9% |
| YTD | +79.9% | -53.4% | +133.3% | +90.9% |
| 1Y | +49.7% | -58.4% | +108.0% | +63.3% |
| 3Y | +187.1% | -40.7% | +227.8% | +161.2% |
| 5Y | +116.3% | -80.0% | +196.4% | +147.9% |
| 10Y | +278.6% | -84.4% | +363.1% | +295.3% |
| All | +1,565.8% | -63.1% | +1,628.9% | +1,278.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling