+218.9%
BAC vs PSKY
-85.2%
+304.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | -0.7% |
| 7D | -5.7% | -24.6% | +18.9% | -4.6% |
| 30D | -13.9% | -36.1% | +22.3% | -12.3% |
| 3M | +98.9% | -39.9% | +138.8% | +101.0% |
| 6M | +98.9% | -39.9% | +138.8% | +101.0% |
| YTD | +98.9% | -39.9% | +138.8% | +101.0% |
| 1Y | +98.9% | -39.9% | +138.8% | +101.0% |
| 3Y | +104.0% | -40.7% | +144.6% | +105.7% |
| 5Y | +24.9% | -80.0% | +104.9% | +63.0% |
| All | +218.9% | -85.2% | +304.1% | +210.0% |
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