-6.3%
FSLY vs PSKY
-82.6%
+76.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -4.8% | -5.6% | -9.7% |
| 7D | -23.3% | -24.6% | +1.3% | -20.3% |
| 30D | -9.6% | -36.1% | +26.5% | -4.0% |
| 3M | +88.8% | -54.8% | +143.6% | +98.4% |
| 6M | +88.8% | -54.8% | +143.6% | +98.4% |
| YTD | +88.8% | -54.8% | +143.6% | +98.4% |
| 1Y | +183.0% | -58.4% | +241.4% | +204.4% |
| 3Y | +44.8% | -40.7% | +85.5% | +25.0% |
| 5Y | -49.9% | -80.0% | +30.1% | -40.0% |
| All | -6.3% | -82.6% | +76.3% | +28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling