-70.8%
PSKY vs FRSH
-72.4%
+1.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.1% |
| 7D | -6.8% | -9.6% | +2.7% | -4.7% |
| 30D | +10.2% | -0.4% | +10.7% | +10.2% |
| 3M | +0.3% | +27.2% | -26.9% | -5.6% |
| 6M | -7.8% | +42.2% | -49.9% | -15.7% |
| YTD | -23.0% | -2.6% | -20.4% | -24.0% |
| 1Y | -31.6% | -10.2% | -21.5% | -31.6% |
| 3Y | -21.3% | -45.5% | +24.2% | -15.0% |
| All | -70.8% | -72.4% | +1.6% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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