-79.9%
PSKY vs FND
+66.0%
-145.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -2.1% |
| 7D | -0.2% | -5.2% | +5.0% | +1.3% |
| 30D | +24.0% | -19.9% | +43.8% | +31.8% |
| 3M | +2.2% | +2.7% | -0.5% | +0.1% |
| 6M | -9.0% | -21.7% | +12.7% | -4.1% |
| YTD | -18.1% | -17.5% | -0.6% | -15.8% |
| 1Y | -25.1% | -39.3% | +14.2% | -15.7% |
| 3Y | -16.3% | -49.8% | +33.4% | -4.7% |
| 5Y | -70.4% | -60.1% | -10.3% | -65.7% |
| All | -79.9% | +66.0% | -145.9% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling