+286.3%
BA vs PSKY
-63.1%
+349.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.6% | +2.2% |
| 7D | -0.1% | -24.6% | +24.5% | +7.0% |
| 30D | -9.5% | -36.1% | +26.6% | +1.5% |
| 3M | -3.7% | -53.4% | +49.6% | +9.9% |
| 6M | -3.7% | -53.4% | +49.6% | +9.9% |
| YTD | -3.7% | -53.4% | +49.6% | +9.9% |
| 1Y | -10.2% | -58.4% | +48.1% | +6.2% |
| 3Y | +2.9% | -40.7% | +43.5% | -3.6% |
| 5Y | -12.4% | -80.0% | +67.7% | +11.5% |
| 10Y | +54.9% | -84.4% | +139.3% | +78.6% |
| All | +286.3% | -63.1% | +349.4% | +180.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling