+12.3%
FN vs PSKY
-27.1%
+39.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.2% |
| 7D | +3.5% | +2.4% | +1.2% | +3.7% |
| 30D | -26.0% | +17.5% | -43.5% | -25.4% |
| 3M | -33.3% | +4.4% | -37.7% | -33.3% |
| 6M | -14.9% | -9.0% | -5.9% | -16.4% |
| YTD | -8.6% | -18.6% | +10.0% | -8.6% |
| 1Y | +12.3% | -27.7% | +40.0% | +12.7% |
| All | +12.3% | -27.1% | +39.5% | +12.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling