-0.9%
BA vs PSKY
-70.3%
+69.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.1% |
| 7D | +1.2% | -0.2% | +1.3% | +1.2% |
| 30D | -11.6% | +24.0% | -35.6% | -14.9% |
| 3M | -2.4% | +2.2% | -4.6% | -3.0% |
| 6M | -6.6% | -9.0% | +2.3% | -5.7% |
| YTD | -2.2% | -18.1% | +15.9% | 0.0% |
| 1Y | -8.0% | -25.1% | +17.1% | -5.5% |
| 3Y | -5.0% | -16.3% | +11.3% | -9.9% |
| All | -0.9% | -70.3% | +69.4% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling