-70.5%
PSKY vs FLR
+230.6%
-301.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.1% |
| 7D | -6.0% | -6.9% | +0.9% | -4.5% |
| 30D | +10.7% | +1.1% | +9.5% | +10.3% |
| 3M | +1.2% | +14.3% | -13.2% | -2.9% |
| 6M | +1.5% | +19.1% | -17.6% | -4.9% |
| YTD | -21.8% | +35.1% | -56.9% | -29.2% |
| 1Y | -30.2% | +29.5% | -59.6% | -36.5% |
| 3Y | -20.1% | +53.0% | -73.1% | -37.7% |
| 5Y | -70.5% | +238.9% | -309.4% | -83.2% |
| All | -70.5% | +230.6% | -301.1% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling