+603.9%
FICO vs PSKY
-73.9%
+677.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.6% | -15.1% | -16.4% |
| 7D | -19.2% | -0.2% | -19.0% | -19.1% |
| 30D | -14.6% | +24.0% | -38.6% | -18.0% |
| 3M | -20.1% | +2.2% | -22.3% | -20.5% |
| 6M | -36.3% | -9.0% | -27.3% | -35.4% |
| YTD | -44.9% | -18.1% | -26.7% | -43.3% |
| 1Y | -38.6% | -25.1% | -13.5% | -36.5% |
| 3Y | +4.0% | -16.3% | +20.3% | -1.4% |
| 5Y | +99.5% | -70.4% | +169.9% | +129.5% |
| All | +603.9% | -73.9% | +677.8% | +478.6% |
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