+371.8%
FLUT vs PSKY
-63.1%
+434.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.1% | -0.2% |
| 7D | -5.2% | -24.6% | +19.3% | -2.3% |
| 30D | -24.9% | -36.1% | +11.2% | -20.8% |
| 3M | -67.1% | -53.8% | -13.3% | -62.8% |
| 6M | -67.1% | -53.8% | -13.3% | -62.8% |
| YTD | -67.1% | -53.8% | -13.3% | -62.8% |
| 1Y | -69.7% | -58.4% | -11.4% | -65.5% |
| 3Y | -54.2% | -40.7% | -13.5% | -49.7% |
| 5Y | -62.2% | -80.0% | +17.8% | -57.0% |
| 10Y | -31.8% | -84.4% | +52.6% | -22.7% |
| All | +371.8% | -63.1% | +434.9% | +415.4% |
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