+21,473.2%
FIX vs PSKY
-42.2%
+21,515.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.4% |
| 7D | +6.0% | -0.2% | +6.2% | +6.0% |
| 30D | -7.2% | +24.0% | -31.2% | -12.9% |
| 3M | -15.9% | +2.2% | -18.0% | -17.0% |
| 6M | +12.7% | -9.0% | +21.7% | +13.6% |
| YTD | +72.8% | -18.1% | +90.9% | +77.0% |
| 1Y | +122.9% | -25.1% | +148.0% | +129.8% |
| 3Y | +774.3% | -16.3% | +790.7% | +677.1% |
| 5Y | +2,049.5% | -70.4% | +2,119.8% | +2,398.1% |
| 10Y | +5,821.5% | -74.2% | +5,895.6% | +5,839.4% |
| All | +21,473.2% | -42.2% | +21,515.4% | +14,239.5% |
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