-75.1%
PSKY vs PFG
+251.1%
-326.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.1% | +1.5% |
| 7D | -2.4% | -0.4% | -2.0% | -2.1% |
| 30D | +11.6% | +2.9% | +8.7% | +9.4% |
| 3M | +1.5% | +6.7% | -5.2% | -3.1% |
| 6M | +7.7% | +33.8% | -26.1% | -11.4% |
| YTD | -20.1% | +35.0% | -55.1% | -34.9% |
| 1Y | -38.3% | +46.4% | -84.7% | -52.7% |
| 3Y | -17.7% | +71.7% | -89.4% | -44.5% |
| 5Y | -69.9% | +113.7% | -183.6% | -82.5% |
| All | -75.1% | +251.1% | -326.2% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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