-79.2%
PSKY vs FWONK
+276.3%
-355.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.2% |
| 7D | -6.0% | -1.5% | -4.4% | -5.4% |
| 30D | +10.7% | -6.8% | +17.4% | +14.0% |
| 3M | +1.2% | +7.7% | -6.5% | -2.5% |
| 6M | +1.5% | +11.0% | -9.5% | -3.9% |
| YTD | -21.8% | -3.1% | -18.6% | -21.3% |
| 1Y | -30.2% | -3.5% | -26.7% | -29.8% |
| 3Y | -20.1% | +44.6% | -64.7% | -34.6% |
| 5Y | -70.5% | +98.3% | -168.8% | -79.1% |
| 10Y | -75.2% | +339.3% | -414.6% | -87.1% |
| All | -79.2% | +276.3% | -355.5% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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