+339.7%
FISV vs PSKY
-45.6%
+385.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.4% | +1.0% | -3.1% |
| 7D | -6.4% | -6.8% | +0.4% | -4.9% |
| 30D | -6.8% | +10.2% | -17.1% | -8.9% |
| 3M | -10.0% | +0.3% | -10.2% | -10.3% |
| 6M | -20.6% | -7.8% | -12.9% | -19.7% |
| YTD | -27.6% | -23.0% | -4.6% | -24.3% |
| 1Y | -64.3% | -31.6% | -32.7% | -62.1% |
| 3Y | -60.0% | -21.3% | -38.7% | -62.1% |
| 5Y | -57.7% | -71.5% | +13.8% | -50.8% |
| 10Y | -3.0% | -75.6% | +72.7% | -0.3% |
| All | +339.7% | -45.6% | +385.3% | +218.8% |
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 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