+5,208.2%
FIX vs PSKY
-85.1%
+5,293.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.8% | +2.0% | -1.9% |
| 7D | -16.1% | -24.6% | +8.4% | -12.0% |
| 30D | -9.1% | -36.1% | +27.1% | -1.9% |
| 3M | -26.8% | -34.6% | +7.8% | -21.4% |
| 6M | -10.3% | -40.5% | +30.2% | -2.2% |
| YTD | +54.4% | -47.7% | +102.1% | +70.4% |
| 1Y | +71.9% | -58.4% | +130.3% | +97.1% |
| 3Y | +806.7% | -40.7% | +847.4% | +794.6% |
| 5Y | +1,727.2% | -80.0% | +1,807.2% | +2,156.2% |
| All | +5,208.2% | -85.1% | +5,293.3% | +4,954.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling