-38.3%
PSKY vs FND
-45.3%
+7.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +2.0% |
| 7D | -2.4% | -5.8% | +3.4% | -1.8% |
| 30D | +11.6% | -20.2% | +31.8% | +14.3% |
| 3M | +1.5% | -12.0% | +13.5% | +2.7% |
| 6M | +7.7% | -18.5% | +26.2% | +8.7% |
| YTD | -20.1% | -22.3% | +2.1% | -19.6% |
| 1Y | -38.3% | -47.6% | +9.4% | -38.0% |
| All | -38.3% | -45.3% | +7.0% | -38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling