-83.1%
FRMI vs PSKY
-43.1%
-40.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +2.3% |
| 7D | +7.4% | -2.4% | +9.8% | +7.1% |
| 30D | -27.6% | +11.6% | -39.2% | -26.4% |
| 3M | -20.9% | +1.5% | -22.4% | -19.4% |
| 6M | -36.6% | +7.7% | -44.3% | -34.3% |
| YTD | -31.3% | -20.1% | -11.1% | -27.5% |
| All | -83.1% | -43.1% | -40.0% | -84.4% |
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 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