-14.2%
FSLY vs PSKY
-72.8%
+58.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.0% |
| 7D | -10.6% | -0.2% | -10.4% | -10.6% |
| 30D | -20.9% | +24.0% | -44.9% | -26.0% |
| 3M | +3.4% | +2.2% | +1.2% | +2.4% |
| 6M | +2.7% | -9.0% | +11.7% | +4.3% |
| YTD | +102.3% | -18.1% | +120.4% | +109.8% |
| 1Y | +182.1% | -25.1% | +207.2% | +196.7% |
| 3Y | -14.6% | -16.3% | +1.8% | -21.0% |
| 5Y | -55.9% | -70.4% | +14.5% | -44.9% |
| All | -14.2% | -72.8% | +58.7% | +21.5% |
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