-5.3%
FSLY vs PSKY
-74.0%
+68.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.5% |
| 7D | +7.5% | -6.0% | +13.5% | +9.4% |
| 30D | -21.1% | +10.7% | -31.8% | -23.7% |
| 3M | +21.8% | +1.2% | +20.6% | +20.5% |
| 6M | -0.1% | +1.5% | -1.6% | -1.6% |
| YTD | +123.1% | -21.8% | +144.8% | +134.2% |
| 1Y | +208.6% | -30.2% | +238.7% | +231.2% |
| 3Y | -1.3% | -20.1% | +18.8% | -7.5% |
| 5Y | -48.4% | -70.5% | +22.1% | -35.2% |
| All | -5.3% | -74.0% | +68.7% | +35.6% |
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