+93.0%
FOXA vs PSKY
-71.2%
+164.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.7% |
| 7D | -3.7% | -6.0% | +2.2% | -2.4% |
| 30D | +5.4% | +10.7% | -5.3% | +3.0% |
| 3M | -3.7% | +1.2% | -4.9% | -4.1% |
| 6M | +12.6% | +1.5% | +11.1% | +11.5% |
| YTD | -10.0% | -21.8% | +11.8% | -6.4% |
| 1Y | +15.0% | -30.2% | +45.2% | +21.0% |
| 3Y | +115.1% | -20.1% | +135.2% | +105.4% |
| 5Y | +93.0% | -70.5% | +163.5% | +151.3% |
| All | +93.0% | -71.2% | +164.2% | +151.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling