+19,178.7%
FIX vs PSKY
-63.1%
+19,241.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.8% | +2.0% | -16.0% |
| 7D | -16.1% | -24.6% | +8.4% | -74.5% |
| 30D | -9.1% | -36.1% | +27.1% | -83.0% |
| 3M | +1,383.2% | -78.6% | +1,461.8% | +440.6% |
| 6M | +1,383.2% | -78.6% | +1,461.8% | +440.6% |
| YTD | +1,383.2% | -78.6% | +1,461.8% | +440.6% |
| 1Y | +1,383.2% | -78.6% | +1,461.8% | +440.6% |
| 3Y | +1,383.2% | -78.6% | +1,461.8% | +440.6% |
| 5Y | +1,727.2% | -80.0% | +1,807.2% | +583.4% |
| 10Y | +5,419.0% | -84.4% | +5,503.4% | +1,764.5% |
| All | +19,178.7% | -63.1% | +19,241.8% | +4,107.5% |
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