-39.4%
PSKY vs FND
-42.7%
+3.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.7% | -4.5% |
| 7D | -24.6% | -0.5% | -24.0% | -24.3% |
| 30D | -36.1% | -6.0% | -30.2% | -34.7% |
| 3M | -54.8% | -28.3% | -26.5% | -48.5% |
| 6M | -54.8% | -28.3% | -26.5% | -48.5% |
| YTD | -54.8% | -28.3% | -26.5% | -48.5% |
| 1Y | -58.4% | -36.2% | -22.2% | -51.1% |
| All | -39.4% | -42.7% | +3.3% | -43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling