-70.3%
PSKY vs FDS
-20.4%
-49.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | +0.7% |
| 7D | +2.4% | -5.4% | +7.8% | +4.0% |
| 30D | +17.5% | +1.6% | +15.9% | +16.8% |
| 3M | +4.4% | +17.7% | -13.3% | -1.0% |
| 6M | -9.0% | +29.1% | -38.1% | -16.5% |
| YTD | -18.6% | +1.0% | -19.6% | -19.4% |
| 1Y | -27.7% | -21.6% | -6.1% | -22.0% |
| 3Y | -16.9% | -30.1% | +13.3% | -7.9% |
| 5Y | -70.3% | -20.7% | -49.5% | -69.3% |
| All | -70.3% | -20.4% | -49.9% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling