-40.9%
FIS vs PSKY
-76.1%
+35.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.4% | +1.9% | -2.5% |
| 7D | -9.1% | -6.8% | -2.2% | -7.9% |
| 30D | -10.4% | +10.2% | -20.7% | -12.0% |
| 3M | -3.7% | +0.3% | -4.0% | -4.0% |
| 6M | -24.8% | -7.8% | -17.0% | -24.2% |
| YTD | -41.6% | -23.0% | -18.6% | -39.6% |
| 1Y | -42.7% | -31.6% | -11.1% | -40.2% |
| 3Y | -26.2% | -21.3% | -4.9% | -29.1% |
| 5Y | -66.1% | -71.5% | +5.3% | -61.5% |
| 10Y | -40.9% | -75.6% | +34.8% | -46.9% |
| All | -40.9% | -76.1% | +35.2% | -46.9% |
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