+832.6%
FN vs PSKY
-85.0%
+917.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.8% | -0.8% | -4.9% |
| 7D | -25.2% | -24.6% | -0.7% | -22.2% |
| 30D | -5.0% | -36.1% | +31.2% | +0.9% |
| 3M | -41.5% | -37.1% | -4.4% | -37.5% |
| 6M | -46.0% | -40.5% | -5.4% | -41.9% |
| YTD | -20.2% | -47.7% | +27.5% | -13.4% |
| 1Y | -11.9% | -58.4% | +46.5% | -1.6% |
| 3Y | +106.9% | -40.7% | +147.6% | +105.5% |
| 5Y | +270.2% | -80.0% | +350.3% | +335.3% |
| All | +832.6% | -85.0% | +917.6% | +862.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling