+41.4%
BA vs PSKY
-84.8%
+126.2%
-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% | +6.4% |
| 30D | -9.5% | -36.1% | +26.6% | +0.6% |
| 3M | -19.9% | -37.1% | +17.2% | -12.0% |
| 6M | -13.1% | -40.5% | +27.4% | -3.3% |
| YTD | -12.4% | -47.7% | +35.3% | -0.6% |
| 1Y | -10.2% | -58.4% | +48.1% | +7.7% |
| 3Y | +2.9% | -40.7% | +43.5% | -0.5% |
| 5Y | -12.4% | -80.0% | +67.7% | +16.9% |
| All | +41.4% | -84.8% | +126.2% | +27.0% |
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