+2.0%
FISV vs PSKY
-74.6%
+76.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.1% | +3.3% | +5.1% |
| 7D | -2.7% | -2.4% | -0.3% | -2.3% |
| 30D | 0.0% | +11.6% | -11.5% | -1.7% |
| 3M | -2.8% | +1.5% | -4.3% | -3.2% |
| 6M | -11.8% | +7.7% | -19.5% | -13.2% |
| YTD | -23.2% | -20.1% | -3.1% | -21.2% |
| 1Y | -62.0% | -38.3% | -23.7% | -59.6% |
| 3Y | -57.6% | -17.7% | -39.9% | -59.4% |
| 5Y | -53.4% | -69.9% | +16.5% | -47.5% |
| All | +2.0% | -74.6% | +76.6% | -7.5% |
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