-83.0%
FRMI vs PSKY
-45.1%
-37.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.4% | +2.2% | -3.8% |
| 7D | +15.9% | -6.8% | +22.8% | +14.9% |
| 30D | -6.0% | +10.2% | -16.2% | -4.6% |
| 3M | -1.6% | +0.3% | -1.9% | -0.2% |
| 6M | -30.7% | -7.8% | -22.9% | -29.5% |
| YTD | -30.9% | -23.0% | -7.9% | -27.4% |
| All | -83.0% | -45.1% | -37.9% | -84.3% |
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 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