+100.5%
FLEX vs PSKY
-30.5%
+131.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +3.9% | -1.2% |
| 7D | +6.4% | -6.8% | +13.2% | +6.6% |
| 30D | -5.9% | +10.2% | -16.1% | -6.2% |
| 3M | -23.5% | +0.3% | -23.7% | -23.5% |
| 6M | +83.7% | -7.8% | +91.5% | +83.6% |
| YTD | +86.5% | -23.0% | +109.5% | +89.2% |
| 1Y | +100.5% | -31.6% | +132.1% | +105.0% |
| All | +100.5% | -30.5% | +131.0% | +105.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling