+96.8%
FTV vs PSKY
-84.2%
+181.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +0.6% |
| 7D | +0.9% | -24.6% | +25.5% | +4.1% |
| 30D | +4.7% | -36.1% | +40.8% | +10.1% |
| 3M | +11.6% | -54.8% | +66.4% | +18.5% |
| 6M | +11.6% | -54.8% | +66.4% | +18.5% |
| YTD | +11.6% | -54.8% | +66.4% | +18.5% |
| 1Y | +19.2% | -58.4% | +77.6% | +28.2% |
| 3Y | +4.1% | -40.7% | +44.7% | -1.6% |
| 5Y | +7.8% | -80.0% | +87.9% | +23.0% |
| 10Y | +93.1% | -84.4% | +177.5% | +63.3% |
| All | +96.8% | -84.2% | +181.0% | +66.4% |
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 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