+397.7%
BAC vs PSKY
-76.1%
+473.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +1.6% |
| 7D | +0.6% | -6.8% | +7.5% | +2.1% |
| 30D | -1.4% | +10.2% | -11.6% | -3.6% |
| 3M | +15.7% | +0.3% | +15.5% | +15.2% |
| 6M | +32.2% | -7.8% | +39.9% | +33.0% |
| YTD | +15.8% | -23.0% | +38.7% | +20.1% |
| 1Y | +27.3% | -31.6% | +58.9% | +33.7% |
| 3Y | +137.5% | -21.3% | +158.8% | +122.7% |
| 5Y | +73.1% | -71.5% | +144.5% | +106.1% |
| 10Y | +397.7% | -75.6% | +473.4% | +330.1% |
| All | +397.7% | -76.1% | +473.8% | +330.1% |
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