+286.3%
BA vs PSKY
-63.1%
+349.4%
-71.5%
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% | +1.2% |
| 7D | -0.1% | -24.6% | +24.5% | +1.9% |
| 30D | -9.5% | -36.1% | +26.6% | -6.5% |
| 3M | +38.1% | -85.1% | +123.3% | +45.0% |
| 6M | +38.1% | -85.1% | +123.3% | +45.0% |
| YTD | +38.1% | -85.1% | +123.3% | +45.0% |
| 1Y | +38.1% | -85.1% | +123.3% | +45.0% |
| 3Y | +38.1% | -85.1% | +123.3% | +45.0% |
| 5Y | +38.1% | -85.1% | +123.3% | +45.0% |
| 10Y | +54.9% | -84.4% | +139.3% | +59.8% |
| All | +286.3% | -63.1% | +349.4% | +150.9% |
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