+75.9%
FTV vs PSKY
-75.1%
+151.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.6% |
| 7D | -5.2% | -6.0% | +0.8% | -4.2% |
| 30D | -11.5% | +10.7% | -22.2% | -13.1% |
| 3M | -9.0% | +1.2% | -10.2% | -9.5% |
| 6M | -2.0% | +1.5% | -3.5% | -3.1% |
| YTD | -0.9% | -21.8% | +20.8% | +1.9% |
| 1Y | +14.8% | -30.2% | +45.0% | +19.2% |
| 3Y | -5.5% | -20.1% | +14.6% | -9.6% |
| 5Y | -1.9% | -70.5% | +68.6% | +11.1% |
| All | +75.9% | -75.1% | +151.1% | +47.3% |
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