-85.4%
PSKY vs FDS
+106.4%
-191.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.8% | -4.8% |
| 7D | -24.6% | +5.0% | -29.6% | -26.0% |
| 30D | -36.1% | +8.9% | -45.1% | -38.2% |
| 3M | -58.0% | +13.1% | -71.0% | -61.0% |
| 6M | -58.0% | +13.1% | -71.0% | -61.0% |
| YTD | -58.0% | +13.1% | -71.0% | -61.0% |
| 1Y | -58.4% | +10.5% | -68.8% | -61.0% |
| 3Y | -40.7% | -30.1% | -10.6% | -33.2% |
| 5Y | -80.0% | -23.3% | -56.8% | -78.9% |
| All | -85.4% | +106.4% | -191.8% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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