+115.7%
BEN vs PSKY
-42.2%
+158.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.1% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | -0.5% | +24.0% | -24.5% | -7.9% |
| 3M | +9.7% | +2.2% | +7.6% | +8.2% |
| 6M | +33.9% | -9.0% | +42.9% | +36.0% |
| YTD | +49.0% | -18.1% | +67.1% | +54.3% |
| 1Y | +42.1% | -25.1% | +67.2% | +48.1% |
| 3Y | +51.9% | -16.3% | +68.2% | +33.9% |
| 5Y | +39.0% | -70.4% | +109.4% | +69.9% |
| 10Y | +57.9% | -74.2% | +132.0% | +64.3% |
| All | +115.7% | -42.2% | +158.0% | +45.6% |
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