-20.7%
PSKY vs FLR
+56.0%
-76.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.2% | -5.0% |
| 7D | -6.8% | -3.1% | -3.7% | -6.4% |
| 30D | +10.2% | +4.9% | +5.3% | +9.6% |
| 3M | +0.3% | +10.8% | -10.5% | -1.6% |
| 6M | -7.8% | +19.7% | -27.4% | -11.4% |
| YTD | -23.0% | +38.4% | -61.3% | -28.0% |
| 1Y | -31.6% | +34.7% | -66.3% | -35.9% |
| All | -20.7% | +56.0% | -76.7% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling