-85.4%
PSKY vs PFGC
+296.7%
-382.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.3% | -4.9% |
| 7D | -24.6% | +3.1% | -27.6% | -25.2% |
| 30D | -36.1% | +5.0% | -41.1% | -36.9% |
| 3M | -54.8% | +1.3% | -56.0% | -58.5% |
| 6M | -54.8% | +1.3% | -56.0% | -58.5% |
| YTD | -54.8% | +1.3% | -56.0% | -58.5% |
| 1Y | -58.4% | -2.8% | -55.5% | -61.2% |
| 3Y | -40.7% | +77.7% | -118.4% | -55.1% |
| 5Y | -80.0% | +106.5% | -186.5% | -85.8% |
| All | -85.4% | +296.7% | -382.1% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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