-53.8%
PSKY vs FGI
+45.2%
-99.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.6% | -4.8% |
| 7D | -24.6% | -3.4% | -21.2% | -24.3% |
| 30D | -36.1% | -16.3% | -19.8% | -34.8% |
| 3M | -37.1% | +17.0% | -54.1% | -40.0% |
| 6M | -40.5% | +54.8% | -95.3% | -43.8% |
| YTD | -47.7% | +31.4% | -79.1% | -50.9% |
| All | -53.8% | +45.2% | -99.0% | -53.5% |
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