-71.5%
PSKY vs USFR
+20.4%
-91.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -6.8% | +0.1% | -6.9% | -6.7% |
| 30D | +10.2% | +0.3% | +10.0% | +11.1% |
| 3M | +0.3% | +1.0% | -0.7% | +3.2% |
| 6M | -7.8% | +1.9% | -9.7% | -2.5% |
| YTD | -23.0% | +2.7% | -25.6% | -16.7% |
| 1Y | -31.6% | +4.0% | -35.6% | -22.8% |
| 3Y | -21.3% | +14.0% | -35.4% | +11.6% |
| 5Y | -71.5% | +20.4% | -91.9% | -63.6% |
| All | -71.5% | +20.4% | -91.9% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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