+911.5%
BE vs PSKY
-76.8%
+988.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.6% | +9.0% | +8.0% |
| 7D | +20.0% | -0.2% | +20.2% | +19.9% |
| 30D | +7.9% | +24.0% | -16.1% | -0.9% |
| 3M | -13.2% | +2.2% | -15.4% | -14.6% |
| 6M | +53.5% | -9.0% | +62.4% | +55.0% |
| YTD | +191.0% | -18.1% | +209.2% | +199.2% |
| 1Y | +360.5% | -25.1% | +385.6% | +376.0% |
| 3Y | +1,568.0% | -16.3% | +1,584.3% | +1,335.4% |
| 5Y | +1,055.2% | -70.4% | +1,125.6% | +1,489.5% |
| All | +911.5% | -76.8% | +988.3% | +654.1% |
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