-84.7%
PSKY vs USFR
+28.2%
-112.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | -24.6% | +0.1% | -24.6% | -24.3% |
| 30D | -36.1% | +0.4% | -36.5% | -35.2% |
| 3M | -54.8% | +3.8% | -58.6% | -44.5% |
| 6M | -54.8% | +3.8% | -58.6% | -44.5% |
| YTD | -54.8% | +3.8% | -58.6% | -44.5% |
| 1Y | -58.4% | +4.1% | -62.4% | -48.9% |
| 3Y | -40.7% | +14.5% | -55.2% | -31.7% |
| 5Y | -80.0% | +21.0% | -101.0% | -78.0% |
| 10Y | -84.4% | +28.1% | -112.6% | -83.6% |
| All | -84.7% | +28.2% | -112.9% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling