+78.2%
BAX vs PSKY
-42.2%
+120.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.2% |
| 7D | -1.1% | -0.2% | -1.0% | -1.1% |
| 30D | -5.5% | +24.0% | -29.4% | -8.3% |
| 3M | +33.5% | +2.2% | +31.4% | +32.8% |
| 6M | +35.9% | -9.0% | +44.8% | +36.8% |
| YTD | +35.4% | -18.1% | +53.5% | +37.8% |
| 1Y | +9.8% | -25.1% | +34.9% | +12.3% |
| 3Y | -32.7% | -16.3% | -16.4% | -34.9% |
| 5Y | -65.6% | -70.4% | +4.8% | -62.5% |
| 10Y | -34.9% | -74.2% | +39.3% | -33.8% |
| All | +78.2% | -42.2% | +120.4% | +57.1% |
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