-25.1%
PSKY vs FGI
+81.8%
-106.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.2% | -1.7% |
| 7D | -0.2% | +0.5% | -0.7% | -0.2% |
| 30D | +24.0% | +65.4% | -41.4% | +22.6% |
| 3M | +2.2% | +23.5% | -21.3% | +0.9% |
| 6M | -9.0% | +60.5% | -69.5% | -9.3% |
| YTD | -18.1% | +30.0% | -48.1% | -18.8% |
| 1Y | -25.1% | +82.1% | -107.2% | -22.2% |
| All | -25.1% | +81.8% | -106.9% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling