-85.4%
PSKY vs FLR
+2.9%
-88.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.5% | -3.3% | -5.0% |
| 7D | -24.6% | -7.4% | -17.2% | -25.2% |
| 30D | -36.1% | -12.3% | -23.9% | -37.0% |
| 3M | -77.9% | +110.3% | -188.2% | -68.2% |
| 6M | -77.9% | +110.3% | -188.2% | -68.2% |
| YTD | -77.9% | +110.3% | -188.2% | -68.2% |
| 1Y | -77.9% | +110.3% | -188.2% | -68.2% |
| 3Y | -77.9% | +110.3% | -188.2% | -68.2% |
| 5Y | -80.0% | +169.5% | -249.5% | -72.6% |
| All | -85.4% | +2.9% | -88.3% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling