+93.9%
FTV vs PSKY
-75.3%
+169.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.7% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | -7.1% | +24.0% | -31.0% | -10.5% |
| 3M | -7.2% | +2.2% | -9.3% | -7.8% |
| 6M | -1.5% | -9.0% | +7.5% | -0.7% |
| YTD | +3.5% | -18.1% | +21.6% | +5.6% |
| 1Y | +20.3% | -25.1% | +45.5% | +23.5% |
| 3Y | -3.1% | -16.3% | +13.2% | -8.1% |
| 5Y | +2.3% | -70.4% | +72.7% | +16.2% |
| 10Y | +76.3% | -74.2% | +150.5% | +44.4% |
| All | +93.9% | -75.3% | +169.2% | +61.2% |
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