+1,382.3%
FIX vs PSKY
-78.6%
+1,460.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.8% | +2.0% | -3.2% |
| 7D | -16.1% | -24.6% | +8.4% | -17.9% |
| 30D | -9.1% | -36.1% | +27.1% | -12.3% |
| 3M | +46.0% | -53.4% | +99.3% | +41.1% |
| 6M | +46.0% | -53.4% | +99.3% | +41.1% |
| YTD | +46.0% | -53.4% | +99.3% | +41.1% |
| 1Y | +71.9% | -58.4% | +130.3% | +68.1% |
| 3Y | +806.7% | -40.7% | +847.4% | +724.3% |
| All | +1,382.3% | -78.6% | +1,460.9% | +1,427.7% |
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 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