-27.7%
PSKY vs FGI
+93.1%
-120.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.4% | -0.6% |
| 7D | +2.4% | +5.2% | -2.8% | +2.3% |
| 30D | +17.5% | +65.2% | -47.7% | +16.1% |
| 3M | +4.4% | +30.2% | -25.7% | +3.1% |
| 6M | -9.0% | +87.8% | -96.8% | -9.1% |
| YTD | -18.6% | +32.5% | -51.1% | -19.3% |
| 1Y | -27.7% | +93.6% | -121.3% | -24.8% |
| All | -27.7% | +93.1% | -120.8% | -24.8% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling