+1,042.8%
FTI vs PSKY
-42.6%
+1,085.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.6% | -1.9% |
| 7D | -0.2% | +2.4% | -2.6% | -1.0% |
| 30D | +12.3% | +17.5% | -5.2% | +6.4% |
| 3M | +13.8% | +4.4% | +9.3% | +11.4% |
| 6M | +24.3% | -9.0% | +33.3% | +25.6% |
| YTD | +75.8% | -18.6% | +94.4% | +81.4% |
| 1Y | +99.6% | -27.7% | +127.4% | +109.1% |
| 3Y | +278.4% | -16.9% | +295.3% | +231.2% |
| 5Y | +1,168.7% | -70.3% | +1,239.0% | +1,400.1% |
| 10Y | +297.5% | -74.9% | +372.5% | +310.2% |
| All | +1,042.8% | -42.6% | +1,085.4% | +469.8% |
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