+246.5%
BBY vs PSKY
-74.6%
+321.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.6% |
| 7D | +0.6% | -2.4% | +3.0% | +1.1% |
| 30D | +9.4% | +11.6% | -2.2% | +6.7% |
| 3M | +19.3% | +1.5% | +17.8% | +18.5% |
| 6M | +47.9% | +7.7% | +40.2% | +44.2% |
| YTD | +39.6% | -20.1% | +59.7% | +44.0% |
| 1Y | +22.2% | -38.3% | +60.5% | +32.6% |
| 3Y | +45.0% | -17.7% | +62.7% | +35.3% |
| 5Y | +2.6% | -69.9% | +72.5% | +20.8% |
| All | +246.5% | -74.6% | +321.1% | +244.5% |
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