+6.9%
FPS vs PSKY
-4.4%
+11.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.4% | +1.3% | -4.2% |
| 7D | +5.3% | -6.8% | +12.2% | +5.2% |
| 30D | -17.6% | +10.2% | -27.8% | -17.2% |
| 3M | -45.8% | +0.3% | -46.1% | -45.9% |
| 6M | -10.1% | -7.8% | -2.4% | -10.7% |
| All | +6.9% | -4.4% | +11.3% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling