-38.3%
BAX vs PSKY
-75.1%
+36.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.4% | -1.0% |
| 7D | -5.4% | -6.0% | +0.5% | -4.8% |
| 30D | -12.4% | +10.7% | -23.1% | -13.4% |
| 3M | +19.1% | +1.2% | +17.9% | +18.8% |
| 6M | +38.6% | +1.5% | +37.1% | +37.8% |
| YTD | +26.7% | -21.8% | +48.5% | +29.1% |
| 1Y | +1.0% | -30.2% | +31.2% | +3.6% |
| 3Y | -33.9% | -20.1% | -13.8% | -35.0% |
| 5Y | -67.0% | -70.5% | +3.5% | -65.2% |
| All | -38.3% | -75.1% | +36.8% | -36.9% |
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 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