-78.2%
PSKY vs PFGC
+414.6%
-492.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.3% | -4.9% |
| 7D | -24.6% | +3.1% | -27.6% | -24.8% |
| 30D | -36.1% | +5.0% | -41.1% | -36.5% |
| 3M | -39.9% | +60.3% | -100.2% | -49.3% |
| 6M | -39.9% | +60.3% | -100.2% | -49.3% |
| YTD | -39.9% | +60.3% | -100.2% | -49.3% |
| 1Y | -39.9% | +60.3% | -100.2% | -49.3% |
| 3Y | -40.7% | +77.7% | -118.4% | -51.5% |
| 5Y | -80.0% | +106.5% | -186.5% | -84.7% |
| 10Y | -84.4% | +297.3% | -381.7% | -90.5% |
| All | -78.2% | +414.6% | -492.8% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling