-75.6%
PSKY vs PFGC
+294.6%
-370.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.0% |
| 7D | -6.0% | -4.8% | -1.1% | -4.5% |
| 30D | +10.7% | -17.2% | +27.9% | +17.4% |
| 3M | +1.2% | -6.3% | +7.5% | +2.9% |
| 6M | +1.5% | +8.8% | -7.3% | -2.3% |
| YTD | -21.8% | +4.9% | -26.7% | -24.2% |
| 1Y | -30.2% | -9.5% | -20.7% | -28.9% |
| 3Y | -20.1% | +59.6% | -79.7% | -33.0% |
| 5Y | -70.5% | +113.5% | -184.0% | -77.8% |
| All | -75.6% | +294.6% | -370.3% | -84.5% |
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