-64.8%
BAX vs PSKY
-78.0%
+13.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.8% | +3.0% | -2.0% |
| 7D | +3.8% | -24.6% | +28.4% | +3.1% |
| 30D | +6.0% | -36.1% | +42.1% | +4.8% |
| 3M | +42.7% | -53.8% | +96.5% | +41.3% |
| 6M | +42.7% | -53.8% | +96.5% | +41.3% |
| YTD | +42.7% | -53.8% | +96.5% | +41.3% |
| 1Y | +10.3% | -58.4% | +68.6% | +10.7% |
| 3Y | -16.4% | -40.7% | +24.3% | -23.0% |
| All | -64.8% | -78.0% | +13.2% | -63.7% |
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