-6.6%
FSLY vs PSKY
-12.8%
+6.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +4.9% | +4.5% |
| 7D | +3.5% | +2.4% | +1.1% | +3.0% |
| 30D | -6.4% | +17.5% | -23.9% | -9.3% |
| 3M | +10.9% | +4.4% | +6.4% | +9.6% |
| 6M | +6.7% | -9.0% | +15.7% | +7.9% |
| YTD | +111.1% | -18.6% | +129.7% | +118.8% |
| 1Y | +185.8% | -27.7% | +213.5% | +201.6% |
| 3Y | -6.6% | -16.9% | +10.3% | -19.7% |
| All | -6.6% | -12.8% | +6.2% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling