-80.3%
PSKY vs FND
+56.5%
-136.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.8% |
| 7D | -2.4% | -5.8% | +3.4% | -0.7% |
| 30D | +11.6% | -20.2% | +31.8% | +19.0% |
| 3M | +1.5% | -12.0% | +13.5% | +4.3% |
| 6M | +7.7% | -18.5% | +26.2% | +12.1% |
| YTD | -20.1% | -22.3% | +2.1% | -16.4% |
| 1Y | -38.3% | -47.6% | +9.4% | -27.5% |
| 3Y | -17.7% | -49.8% | +32.0% | -6.5% |
| 5Y | -69.9% | -63.0% | -6.9% | -64.4% |
| All | -80.3% | +56.5% | -136.8% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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