+2,105.4%
FIX vs PSKY
-70.3%
+2,175.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.0% |
| 7D | +6.0% | -0.2% | +6.2% | +6.0% |
| 30D | -7.2% | +24.0% | -31.2% | -8.9% |
| 3M | -15.9% | +2.2% | -18.0% | -16.1% |
| 6M | +12.7% | -9.0% | +21.7% | +13.2% |
| YTD | +72.8% | -18.1% | +90.9% | +74.7% |
| 1Y | +122.9% | -25.1% | +148.0% | +125.9% |
| 3Y | +774.3% | -16.3% | +790.7% | +748.3% |
| All | +2,105.4% | -70.3% | +2,175.8% | +2,678.2% |
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