+139.4%
BAC vs PSKY
-13.9%
+153.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.1% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | -0.4% | +24.0% | -24.4% | -2.1% |
| 3M | +16.9% | +2.2% | +14.7% | +16.6% |
| 6M | +26.6% | -9.0% | +35.6% | +27.1% |
| YTD | +15.8% | -18.1% | +33.9% | +17.2% |
| 1Y | +27.2% | -25.1% | +52.3% | +29.0% |
| All | +139.4% | -13.9% | +153.3% | +125.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling