+1,274.8%
FLEX vs PSKY
-42.2%
+1,317.1%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.1% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -10.1% | +24.0% | -34.1% | -17.1% |
| 3M | -31.3% | +2.2% | -33.5% | -32.5% |
| 6M | +71.3% | -9.0% | +80.2% | +73.3% |
| YTD | +81.2% | -18.1% | +99.4% | +87.4% |
| 1Y | +98.5% | -25.1% | +123.6% | +106.8% |
| 3Y | +428.2% | -16.3% | +444.6% | +351.0% |
| 5Y | +657.3% | -70.4% | +727.6% | +812.3% |
| 10Y | +995.9% | -74.2% | +1,070.1% | +987.0% |
| All | +1,274.8% | -42.2% | +1,317.1% | +417.9% |
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