+1,035.7%
FLEX vs PSKY
-63.1%
+1,098.7%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.8% | -3.3% | -6.7% |
| 7D | -24.5% | -24.6% | +0.1% | -18.3% |
| 30D | -16.5% | -36.1% | +19.6% | -5.6% |
| 3M | +38.6% | -53.4% | +92.0% | +53.5% |
| 6M | +38.6% | -53.4% | +92.0% | +53.5% |
| YTD | +38.6% | -53.4% | +92.0% | +53.5% |
| 1Y | +42.8% | -58.4% | +101.2% | +65.1% |
| 3Y | +355.6% | -40.7% | +396.2% | +288.1% |
| 5Y | +530.5% | -80.0% | +610.5% | +669.0% |
| 10Y | +775.6% | -84.4% | +860.0% | +834.0% |
| All | +1,035.7% | -63.1% | +1,098.7% | +344.6% |
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