+3,689.8%
FN vs PSKY
+4.7%
+3,685.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.8% | +3.5% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -22.0% | +24.0% | -46.0% | -25.4% |
| 3M | -43.0% | +2.2% | -45.2% | -43.4% |
| 6M | -27.7% | -9.0% | -18.8% | -27.1% |
| YTD | -10.5% | -18.1% | +7.6% | -8.7% |
| 1Y | +12.5% | -25.1% | +37.6% | +15.2% |
| 3Y | +153.8% | -16.3% | +170.1% | +132.5% |
| 5Y | +288.0% | -70.4% | +358.4% | +347.4% |
| 10Y | +906.4% | -74.2% | +980.6% | +903.2% |
| All | +3,689.8% | +4.7% | +3,685.1% | +1,944.4% |
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