+45.0%
BBY vs PSKY
-18.9%
+63.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.9% |
| 7D | +0.6% | -2.4% | +3.0% | +0.8% |
| 30D | +9.4% | +11.6% | -2.2% | +8.3% |
| 3M | +19.3% | +1.5% | +17.8% | +19.1% |
| 6M | +47.9% | +7.7% | +40.2% | +46.6% |
| YTD | +39.6% | -20.1% | +59.7% | +41.7% |
| 1Y | +22.2% | -38.3% | +60.5% | +27.0% |
| 3Y | +45.0% | -17.7% | +62.7% | +46.2% |
| All | +45.0% | -18.9% | +63.9% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling