+142.0%
FITB vs PSKY
-63.1%
+205.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.9% | +1.9% |
| 7D | -0.5% | -24.6% | +24.0% | +9.2% |
| 30D | -6.6% | -36.1% | +29.5% | +9.3% |
| 3M | +123.7% | -39.9% | +163.6% | +139.4% |
| 6M | +123.7% | -39.9% | +163.6% | +139.4% |
| YTD | +123.7% | -39.9% | +163.6% | +139.4% |
| 1Y | +123.7% | -39.9% | +163.6% | +139.4% |
| 3Y | +127.1% | -40.7% | +167.8% | +142.1% |
| 5Y | +39.5% | -80.0% | +119.5% | +132.7% |
| 10Y | +261.5% | -84.4% | +345.9% | +420.5% |
| All | +142.0% | -63.1% | +205.1% | +54.3% |
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 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