+72.9%
BAC vs PSKY
-70.7%
+143.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +1.2% | +2.4% | -1.2% | +0.8% |
| 30D | -0.7% | +17.5% | -18.2% | -3.0% |
| 3M | +16.9% | +4.4% | +12.5% | +16.0% |
| 6M | +29.6% | -9.0% | +38.6% | +30.5% |
| YTD | +15.3% | -18.6% | +33.9% | +17.3% |
| 1Y | +28.8% | -27.7% | +56.6% | +32.3% |
| 3Y | +136.4% | -16.9% | +153.2% | +125.1% |
| 5Y | +72.9% | -70.3% | +143.2% | +115.8% |
| All | +72.9% | -70.7% | +143.6% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling