+92.4%
FOXA vs PSKY
-74.2%
+166.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -1.0% | +0.5% |
| 7D | +0.8% | -2.4% | +3.2% | +1.5% |
| 30D | +5.0% | +11.6% | -6.5% | +1.7% |
| 3M | -3.0% | +1.5% | -4.6% | -3.7% |
| 6M | +14.8% | +7.7% | +7.1% | +11.2% |
| YTD | -8.9% | -20.1% | +11.2% | -4.7% |
| 1Y | +13.3% | -38.3% | +51.6% | +26.3% |
| 3Y | +115.4% | -17.7% | +133.1% | +98.9% |
| 5Y | +95.3% | -69.9% | +165.2% | +144.3% |
| All | +92.4% | -74.2% | +166.6% | +96.5% |
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 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