+556.4%
FICO vs PSKY
-85.1%
+641.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | +0.9% |
| 7D | +15.5% | -24.6% | +40.1% | +20.0% |
| 30D | -23.0% | -36.1% | +13.1% | -17.4% |
| 3M | -27.7% | -34.6% | +6.9% | -24.2% |
| 6M | -27.9% | -40.5% | +12.6% | -23.2% |
| YTD | -54.4% | -47.7% | -6.7% | -50.5% |
| 1Y | -52.4% | -58.4% | +6.0% | -46.4% |
| 3Y | -13.0% | -40.7% | +27.7% | -15.0% |
| 5Y | +88.2% | -80.0% | +168.2% | +125.3% |
| All | +556.4% | -85.1% | +641.5% | +472.5% |
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