+266.8%
FTI vs PSKY
-20.6%
+287.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.4% | -2.9% |
| 7D | -5.6% | -6.0% | +0.4% | -5.4% |
| 30D | +0.4% | +10.7% | -10.3% | -0.1% |
| 3M | +8.1% | +1.2% | +7.0% | +8.0% |
| 6M | +16.7% | +1.5% | +15.2% | +16.4% |
| YTD | +70.0% | -21.8% | +91.7% | +71.6% |
| 1Y | +85.4% | -30.2% | +115.6% | +88.0% |
| All | +266.8% | -20.6% | +287.4% | +263.4% |
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 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