+3,281.5%
FN vs PSKY
-33.1%
+3,314.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.8% | -0.8% | -4.6% |
| 7D | -25.2% | -24.6% | -0.7% | -21.0% |
| 30D | -5.0% | -36.1% | +31.2% | +3.4% |
| 3M | -25.3% | -53.4% | +28.0% | -16.1% |
| 6M | -25.3% | -53.4% | +28.0% | -16.1% |
| YTD | -25.3% | -53.4% | +28.0% | -16.1% |
| 1Y | -11.9% | -58.4% | +46.5% | +1.5% |
| 3Y | +106.9% | -40.7% | +147.6% | +99.7% |
| 5Y | +270.2% | -80.0% | +350.3% | +354.1% |
| 10Y | +780.2% | -84.4% | +864.6% | +878.4% |
| All | +3,281.5% | -33.1% | +3,314.6% | +1,873.5% |
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 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