-30.2%
PSKY vs PFG
+49.2%
-79.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +1.3% |
| 7D | -6.0% | -3.0% | -3.0% | -5.2% |
| 30D | +10.7% | +2.5% | +8.2% | +9.9% |
| 3M | +1.2% | +6.1% | -4.9% | -0.6% |
| 6M | +1.5% | +31.3% | -29.8% | -6.7% |
| YTD | -21.8% | +33.6% | -55.3% | -29.1% |
| 1Y | -30.2% | +48.5% | -78.7% | -42.4% |
| All | -30.2% | +49.2% | -79.4% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling