-23.6%
FIS vs PSKY
-12.8%
-10.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -5.8% |
| 7D | -3.5% | +2.4% | -5.8% | -3.6% |
| 30D | -7.8% | +17.5% | -25.4% | -9.1% |
| 3M | +0.8% | +4.4% | -3.6% | +0.4% |
| 6M | -21.9% | -9.0% | -12.9% | -21.4% |
| YTD | -39.5% | -18.6% | -20.9% | -38.8% |
| 1Y | -41.0% | -27.7% | -13.3% | -40.0% |
| 3Y | -23.6% | -16.9% | -6.8% | -25.8% |
| All | -23.6% | -12.8% | -10.8% | -25.8% |
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