-55.7%
PSKY vs FIVE
+868.1%
-923.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -2.8% |
| 7D | -0.2% | +4.3% | -4.4% | -1.2% |
| 30D | +24.0% | +12.5% | +11.5% | +20.3% |
| 3M | +2.2% | +31.2% | -29.1% | -4.7% |
| 6M | -9.0% | +14.4% | -23.3% | -13.2% |
| YTD | -18.1% | +33.9% | -52.0% | -25.0% |
| 1Y | -25.1% | +65.1% | -90.2% | -35.4% |
| 3Y | -16.3% | +49.0% | -65.3% | -30.2% |
| 5Y | -70.4% | +30.3% | -100.7% | -75.1% |
| 10Y | -74.2% | +481.1% | -555.3% | -84.8% |
| All | -55.7% | +868.1% | -923.8% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 all: compounded portfolio wealth divided by compounded FIVE 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…
all analysis · Full analysis span regression · 6 months rolling