-38.0%
PSKY vs IFF
+304.3%
-342.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -6.0% | -2.8% | -3.2% | -4.4% |
| 30D | +10.7% | -1.1% | +11.8% | +11.3% |
| 3M | +1.2% | +13.8% | -12.7% | -6.9% |
| 6M | +1.5% | +16.7% | -15.2% | -10.0% |
| YTD | -21.8% | +26.1% | -47.9% | -34.2% |
| 1Y | -30.2% | +33.5% | -63.7% | -43.5% |
| 3Y | -20.1% | +31.6% | -51.7% | -37.4% |
| 5Y | -70.5% | -34.9% | -35.6% | -66.0% |
| 10Y | -75.2% | -20.3% | -54.9% | -78.2% |
| All | -38.0% | +304.3% | -342.3% | -85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling