-79.9%
FIG vs PSKY
-10.2%
-69.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.1% | +2.7% | +4.6% |
| 7D | -3.8% | -2.4% | -1.4% | -3.6% |
| 30D | -2.3% | +11.6% | -13.9% | -3.2% |
| 3M | +20.0% | +1.5% | +18.4% | +19.6% |
| 6M | -16.7% | +7.7% | -24.4% | -16.9% |
| YTD | -37.9% | -20.1% | -17.8% | -37.6% |
| 1Y | -58.5% | -38.3% | -20.3% | -57.9% |
| All | -79.9% | -10.2% | -69.7% | -79.6% |
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