+4,621.5%
FIX vs PSKY
-85.2%
+4,706.7%
-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% | -2.6% |
| 7D | -16.1% | -24.6% | +8.4% | -15.0% |
| 30D | -9.1% | -36.1% | +27.1% | -7.2% |
| 3M | +51.1% | -58.0% | +109.0% | +54.1% |
| 6M | +51.1% | -58.0% | +109.0% | +54.1% |
| YTD | +51.1% | -58.0% | +109.0% | +54.1% |
| 1Y | +71.9% | -58.4% | +130.3% | +75.5% |
| 3Y | +806.7% | -40.7% | +847.4% | +696.7% |
| 5Y | +1,727.2% | -80.0% | +1,807.2% | +1,909.3% |
| All | +4,621.5% | -85.2% | +4,706.7% | +3,851.6% |
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