-35.1%
PSKY vs FLR
+80.8%
-115.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.9% |
| 7D | -0.2% | +5.4% | -5.6% | -1.9% |
| 30D | +24.0% | +11.4% | +12.6% | +18.8% |
| 3M | +2.2% | +11.4% | -9.2% | -3.0% |
| 6M | -9.0% | +16.6% | -25.6% | -16.3% |
| YTD | -18.1% | +41.7% | -59.9% | -29.7% |
| 1Y | -25.1% | +35.4% | -60.5% | -35.2% |
| 3Y | -16.3% | +57.3% | -73.6% | -36.2% |
| 5Y | -70.4% | +241.0% | -311.4% | -83.4% |
| 10Y | -74.2% | +16.6% | -90.8% | -83.4% |
| All | -35.1% | +80.8% | -115.9% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling