-74.7%
PSKY vs SFM
+132.6%
-207.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -2.0% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | +24.0% | -4.4% | +28.3% | +24.6% |
| 3M | +2.2% | +1.5% | +0.7% | +1.6% |
| 6M | -9.0% | +6.5% | -15.4% | -10.5% |
| YTD | -18.1% | +2.2% | -20.3% | -19.2% |
| 1Y | -25.1% | -41.9% | +16.8% | -20.0% |
| 3Y | -16.3% | +106.8% | -123.1% | -28.5% |
| 5Y | -70.4% | +231.6% | -301.9% | -76.9% |
| 10Y | -74.2% | +258.4% | -332.6% | -81.0% |
| All | -74.7% | +132.6% | -207.2% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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