+129.0%
FITB vs PSKY
-21.8%
+150.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | +0.1% |
| 7D | -0.4% | -6.8% | +6.5% | +0.4% |
| 30D | -5.1% | +10.2% | -15.4% | -6.3% |
| 3M | +3.5% | +0.3% | +3.3% | +3.3% |
| 6M | +17.2% | -7.8% | +25.0% | +17.7% |
| YTD | +17.6% | -23.0% | +40.6% | +20.5% |
| 1Y | +23.4% | -31.6% | +55.0% | +27.6% |
| All | +129.0% | -21.8% | +150.8% | +115.3% |
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