-71.5%
PSKY vs PFGC
+111.7%
-183.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.9% |
| 7D | -6.8% | -3.7% | -3.1% | -5.4% |
| 30D | +10.2% | -16.0% | +26.2% | +17.9% |
| 3M | +0.3% | -4.1% | +4.4% | +1.4% |
| 6M | -7.8% | +8.7% | -16.5% | -12.2% |
| YTD | -23.0% | +6.4% | -29.3% | -26.7% |
| 1Y | -31.6% | -8.4% | -23.3% | -30.3% |
| 3Y | -21.3% | +61.8% | -83.1% | -38.8% |
| 5Y | -71.5% | +108.7% | -180.2% | -80.6% |
| All | -71.5% | +111.7% | -183.1% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling