+74.4%
BAX vs PSKY
-63.1%
+137.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.8% | +3.0% | -1.4% |
| 7D | +3.8% | -24.6% | +28.4% | +6.1% |
| 30D | +6.0% | -36.1% | +42.1% | +9.8% |
| 3M | +42.7% | -53.8% | +96.5% | +47.7% |
| 6M | +42.7% | -53.8% | +96.5% | +47.7% |
| YTD | +42.7% | -53.8% | +96.5% | +47.7% |
| 1Y | +10.3% | -58.4% | +68.6% | +15.9% |
| 3Y | -16.4% | -40.7% | +24.3% | -20.0% |
| 5Y | -65.0% | -80.0% | +15.0% | -62.1% |
| 10Y | -37.9% | -84.4% | +46.5% | -35.9% |
| All | +74.4% | -63.1% | +137.4% | +54.2% |
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