+110.6%
BAC vs PSKY
-42.2%
+152.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.6% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | -0.4% | +24.0% | -24.4% | -9.6% |
| 3M | +16.9% | +2.2% | +14.7% | +14.6% |
| 6M | +26.6% | -9.0% | +35.6% | +28.4% |
| YTD | +15.8% | -18.1% | +33.9% | +20.0% |
| 1Y | +27.2% | -25.1% | +52.3% | +32.4% |
| 3Y | +132.4% | -16.3% | +148.7% | +91.2% |
| 5Y | +72.6% | -70.4% | +142.9% | +111.3% |
| 10Y | +389.7% | -74.2% | +463.9% | +367.2% |
| All | +110.6% | -42.2% | +152.9% | -23.9% |
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