-59.8%
FISV vs PSKY
-20.6%
-39.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | -7.2% | -6.0% | -1.2% | -6.7% |
| 30D | -7.2% | +10.7% | -17.8% | -7.9% |
| 3M | -8.2% | +1.2% | -9.3% | -8.3% |
| 6M | -17.7% | +1.5% | -19.2% | -17.8% |
| YTD | -27.2% | -21.8% | -5.4% | -26.4% |
| 1Y | -63.0% | -30.2% | -32.8% | -62.4% |
| All | -59.8% | -20.6% | -39.2% | -60.8% |
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