-70.5%
PSKY vs FND
-62.8%
-7.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.0% |
| 7D | -6.0% | -5.1% | -0.9% | -4.5% |
| 30D | +10.7% | -22.5% | +33.2% | +19.3% |
| 3M | +1.2% | -5.0% | +6.2% | +1.4% |
| 6M | +1.5% | -21.5% | +23.0% | +7.1% |
| YTD | -21.8% | -23.0% | +1.3% | -17.8% |
| 1Y | -30.2% | -44.9% | +14.7% | -18.2% |
| 3Y | -20.1% | -50.0% | +29.9% | -9.0% |
| 5Y | -70.5% | -63.3% | -7.2% | -68.0% |
| All | -70.5% | -62.8% | -7.7% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling