-78.3%
PSKY vs USFR
+21.0%
-99.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | -24.6% | +0.1% | -24.6% | -23.5% |
| 30D | -36.1% | +0.4% | -36.5% | -32.1% |
| 3M | -54.8% | +3.8% | -58.6% | -4.4% |
| 6M | -54.8% | +3.8% | -58.6% | -4.4% |
| YTD | -54.8% | +3.8% | -58.6% | -4.4% |
| 1Y | -58.4% | +4.1% | -62.4% | -11.1% |
| 3Y | -40.7% | +14.5% | -55.2% | +55.3% |
| All | -78.3% | +21.0% | -99.2% | -54.7% |
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