+1,627.2%
FICO vs PSKY
-63.1%
+1,690.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | -1.0% |
| 7D | +15.5% | -24.6% | +40.1% | +8.8% |
| 30D | -23.0% | -36.1% | +13.1% | -31.0% |
| 3M | +102.8% | -78.6% | +181.4% | +88.1% |
| 6M | +102.8% | -78.6% | +181.4% | +88.1% |
| YTD | +102.8% | -78.6% | +181.4% | +88.1% |
| 1Y | +102.8% | -78.6% | +181.4% | +88.1% |
| 3Y | +102.8% | -78.6% | +181.4% | +88.1% |
| 5Y | +88.2% | -80.0% | +168.2% | +78.8% |
| 10Y | +538.3% | -84.4% | +622.8% | +429.9% |
| All | +1,627.2% | -63.1% | +1,690.3% | +614.0% |
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