+175.9%
FIS vs PSKY
-42.2%
+218.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | -2.2% | +24.0% | -26.2% | -7.1% |
| 3M | +2.1% | +2.2% | 0.0% | +1.2% |
| 6M | -14.7% | -9.0% | -5.7% | -13.7% |
| YTD | -35.7% | -18.1% | -17.6% | -33.8% |
| 1Y | -37.1% | -25.1% | -12.0% | -34.8% |
| 3Y | -20.0% | -16.3% | -3.7% | -25.6% |
| 5Y | -62.1% | -70.4% | +8.2% | -56.1% |
| 10Y | -37.4% | -74.2% | +36.8% | -36.4% |
| All | +175.9% | -42.2% | +218.1% | +98.7% |
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