-40.0%
PSKY vs FGI
-0.1%
-39.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.6% | -4.8% |
| 7D | -24.6% | -3.4% | -21.2% | -24.5% |
| 30D | -36.1% | -16.3% | -19.8% | -35.7% |
| 3M | -37.1% | +17.0% | -54.1% | -38.2% |
| 6M | -40.5% | +54.8% | -95.3% | -41.4% |
| YTD | -47.7% | +31.4% | -79.1% | -48.5% |
| 1Y | -58.4% | +54.4% | -112.8% | -58.8% |
| All | -40.0% | -0.1% | -39.9% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling