+44.5%
BA vs PSKY
-85.1%
+129.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.6% | +2.0% |
| 7D | -0.1% | -24.6% | +24.5% | +6.2% |
| 30D | -9.5% | -36.1% | +26.6% | +0.4% |
| 3M | -15.2% | -34.6% | +19.3% | -8.1% |
| 6M | -13.1% | -40.5% | +27.4% | -3.6% |
| YTD | -12.4% | -47.7% | +35.3% | -0.9% |
| 1Y | -10.2% | -58.4% | +48.1% | +7.4% |
| 3Y | +2.9% | -40.7% | +43.5% | -0.8% |
| 5Y | -12.4% | -80.0% | +67.7% | +16.6% |
| All | +44.5% | -85.1% | +129.6% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling