+471.6%
BDX vs PSKY
-42.6%
+514.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.0% |
| 7D | -4.3% | +2.4% | -6.7% | -4.6% |
| 30D | +1.3% | +17.5% | -16.3% | -0.7% |
| 3M | +20.2% | +4.4% | +15.8% | +19.5% |
| 6M | +8.6% | -9.0% | +17.6% | +9.3% |
| YTD | +19.0% | -18.6% | +37.6% | +20.8% |
| 1Y | +21.2% | -27.7% | +48.9% | +24.0% |
| 3Y | -9.7% | -16.9% | +7.2% | -12.4% |
| 5Y | -3.4% | -70.3% | +66.9% | +3.7% |
| 10Y | +53.9% | -74.9% | +128.8% | +56.6% |
| All | +471.6% | -42.6% | +514.1% | +397.8% |
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