+86.3%
FOXA vs PSKY
-75.2%
+161.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.4% | +3.3% | -0.5% |
| 7D | -5.4% | -6.8% | +1.4% | -3.4% |
| 30D | +1.1% | +10.2% | -9.1% | -1.8% |
| 3M | -6.1% | +0.3% | -6.4% | -6.4% |
| 6M | +8.2% | -7.8% | +16.0% | +9.7% |
| YTD | -11.8% | -23.0% | +11.2% | -6.7% |
| 1Y | +9.9% | -31.6% | +41.6% | +18.2% |
| 3Y | +110.7% | -21.3% | +132.1% | +97.3% |
| 5Y | +86.9% | -71.5% | +158.4% | +138.1% |
| All | +86.3% | -75.2% | +161.5% | +92.4% |
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