-75.1%
PSKY vs IFF
-20.3%
-54.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | -2.4% | -3.2% | +0.8% | -1.0% |
| 30D | +11.6% | -0.3% | +11.9% | +11.7% |
| 3M | +1.5% | +8.4% | -6.9% | -2.3% |
| 6M | +7.7% | +23.0% | -15.3% | -3.3% |
| YTD | -20.1% | +25.5% | -45.6% | -29.2% |
| 1Y | -38.3% | +29.1% | -67.3% | -46.2% |
| 3Y | -17.7% | +31.7% | -49.4% | -30.7% |
| 5Y | -69.9% | -35.2% | -34.7% | -66.4% |
| All | -75.1% | -20.3% | -54.9% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling