+331.1%
BA vs PSKY
-42.2%
+373.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.3% |
| 7D | +1.2% | -0.2% | +1.3% | +1.2% |
| 30D | -11.6% | +24.0% | -35.6% | -17.4% |
| 3M | -2.4% | +2.2% | -4.6% | -3.5% |
| 6M | -6.6% | -9.0% | +2.3% | -5.0% |
| YTD | -2.2% | -18.1% | +15.9% | +1.3% |
| 1Y | -8.0% | -25.1% | +17.1% | -4.1% |
| 3Y | -5.0% | -16.3% | +11.3% | -14.3% |
| 5Y | -2.7% | -70.4% | +67.7% | +17.6% |
| 10Y | +75.9% | -74.2% | +150.1% | +85.1% |
| All | +331.1% | -42.2% | +373.3% | +191.5% |
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