-71.7%
PSKY vs FIVE
+755.0%
-826.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.6% | -4.8% |
| 7D | -24.6% | +3.7% | -28.3% | -25.4% |
| 30D | -36.1% | -10.8% | -25.4% | -34.3% |
| 3M | -34.6% | -1.8% | -32.8% | -33.8% |
| 6M | -40.5% | -1.0% | -39.5% | -40.0% |
| YTD | -47.7% | +18.2% | -65.9% | -49.8% |
| 1Y | -58.4% | +46.6% | -104.9% | -62.2% |
| 3Y | -40.7% | +30.1% | -70.7% | -47.9% |
| 5Y | -80.0% | +17.2% | -97.2% | -82.5% |
| 10Y | -84.4% | +496.0% | -580.4% | -90.6% |
| All | -71.7% | +755.0% | -826.6% | -84.9% |
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