-10.7%
BDX vs PSKY
-20.6%
+9.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.4% | -2.0% |
| 7D | -5.4% | -6.0% | +0.6% | -5.0% |
| 30D | -2.2% | +10.7% | -12.8% | -2.9% |
| 3M | +20.1% | +1.2% | +18.9% | +19.8% |
| 6M | +9.1% | +1.5% | +7.6% | +8.6% |
| YTD | +17.9% | -21.8% | +39.6% | +19.2% |
| 1Y | +22.1% | -30.2% | +52.2% | +23.9% |
| All | -10.7% | -20.6% | +9.9% | -13.0% |
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