-43.9%
FLUT vs PSKY
-12.8%
-31.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.6% |
| 7D | +3.8% | +2.4% | +1.4% | +3.6% |
| 30D | +6.3% | +17.5% | -11.2% | +5.0% |
| 3M | -4.0% | +4.4% | -8.5% | -4.4% |
| 6M | -10.3% | -9.0% | -1.3% | -9.9% |
| YTD | -53.2% | -18.6% | -34.6% | -52.5% |
| 1Y | -65.0% | -27.7% | -37.3% | -64.2% |
| 3Y | -43.9% | -16.9% | -27.0% | -47.5% |
| All | -43.9% | -12.8% | -31.1% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling