+524.8%
FLUT vs PSKY
-42.2%
+567.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -2.1% |
| 7D | -1.6% | -0.2% | -1.5% | -1.6% |
| 30D | +7.7% | +24.0% | -16.2% | +6.4% |
| 3M | -0.7% | +2.2% | -2.9% | -0.9% |
| 6M | -11.2% | -9.0% | -2.2% | -10.9% |
| YTD | -53.4% | -18.1% | -35.3% | -53.1% |
| 1Y | -65.8% | -25.1% | -40.7% | -65.4% |
| 3Y | -44.9% | -16.3% | -28.6% | -45.6% |
| 5Y | -49.7% | -70.4% | +20.7% | -48.7% |
| 10Y | -9.7% | -74.2% | +64.5% | -8.6% |
| All | +524.8% | -42.2% | +567.0% | +510.6% |
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