-23.8%
FICO vs PSKY
-39.6%
+15.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | +0.9% |
| 7D | +15.5% | -24.6% | +40.1% | +19.9% |
| 30D | -23.0% | -36.1% | +13.1% | -17.4% |
| 3M | -56.1% | -53.8% | -2.2% | -50.9% |
| 6M | -56.1% | -53.8% | -2.2% | -50.9% |
| YTD | -56.1% | -53.8% | -2.2% | -50.9% |
| 1Y | -52.4% | -58.4% | +6.0% | -46.5% |
| All | -23.8% | -39.6% | +15.8% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling