-75.1%
PSKY vs FLR
+19.7%
-94.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.9% |
| 7D | -2.4% | -3.5% | +1.1% | -1.7% |
| 30D | +11.6% | +4.2% | +7.4% | +10.6% |
| 3M | +1.5% | +8.1% | -6.5% | -0.9% |
| 6M | +7.7% | +21.5% | -13.8% | +1.5% |
| YTD | -20.1% | +36.8% | -56.9% | -26.7% |
| 1Y | -38.3% | +31.2% | -69.5% | -43.1% |
| 3Y | -17.7% | +53.9% | -71.6% | -29.9% |
| 5Y | -69.9% | +243.0% | -312.9% | -78.5% |
| All | -75.1% | +19.7% | -94.9% | -82.8% |
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