+68.4%
FITB vs PSKY
-71.8%
+140.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | +0.4% |
| 7D | -0.4% | -6.8% | +6.5% | +0.9% |
| 30D | -5.1% | +10.2% | -15.4% | -7.0% |
| 3M | +3.5% | +0.3% | +3.3% | +3.1% |
| 6M | +17.2% | -7.8% | +25.0% | +18.0% |
| YTD | +17.6% | -23.0% | +40.6% | +21.7% |
| 1Y | +23.4% | -31.6% | +55.0% | +29.2% |
| 3Y | +129.7% | -21.3% | +151.1% | +117.7% |
| 5Y | +68.4% | -71.5% | +139.9% | +127.1% |
| All | +68.4% | -71.8% | +140.3% | +127.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling