+663.2%
FLEX vs PSKY
-70.3%
+733.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -10.1% | +24.0% | -34.1% | -12.5% |
| 3M | -31.3% | +2.2% | -33.5% | -31.7% |
| 6M | +71.3% | -9.0% | +80.2% | +72.2% |
| YTD | +81.2% | -18.1% | +99.4% | +84.0% |
| 1Y | +98.5% | -25.1% | +123.6% | +102.4% |
| 3Y | +428.2% | -16.3% | +444.6% | +407.7% |
| All | +663.2% | -70.3% | +733.6% | +888.0% |
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 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