+161.4%
FITB vs PSKY
-42.2%
+203.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.6% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | -4.7% | +24.0% | -28.7% | -14.0% |
| 3M | +6.7% | +2.2% | +4.5% | +4.6% |
| 6M | +12.6% | -9.0% | +21.5% | +14.4% |
| YTD | +19.1% | -18.1% | +37.3% | +23.6% |
| 1Y | +22.6% | -25.1% | +47.7% | +27.9% |
| 3Y | +127.1% | -16.3% | +143.5% | +88.0% |
| 5Y | +71.8% | -70.4% | +142.2% | +117.9% |
| 10Y | +287.2% | -74.2% | +361.3% | +293.4% |
| All | +161.4% | -42.2% | +203.7% | +22.7% |
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