-35.1%
PSKY vs PFG
+332.2%
-367.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.9% |
| 7D | -0.2% | +5.5% | -5.7% | -3.0% |
| 30D | +24.0% | +2.4% | +21.6% | +22.3% |
| 3M | +2.2% | +13.6% | -11.4% | -4.7% |
| 6M | -9.0% | +27.9% | -36.9% | -20.2% |
| YTD | -18.1% | +35.6% | -53.7% | -30.5% |
| 1Y | -25.1% | +48.5% | -73.6% | -39.5% |
| 3Y | -16.3% | +66.9% | -83.2% | -37.2% |
| 5Y | -70.4% | +111.0% | -181.3% | -80.2% |
| 10Y | -74.2% | +244.5% | -318.7% | -87.1% |
| All | -35.1% | +332.2% | -367.3% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling