+113.1%
BHP vs PSKY
-71.2%
+184.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.6% | -6.9% | -5.5% |
| 7D | -3.7% | -6.0% | +2.3% | -3.0% |
| 30D | -0.8% | +10.7% | -11.5% | -2.1% |
| 3M | +7.6% | +1.2% | +6.4% | +7.2% |
| 6M | +20.8% | +1.5% | +19.3% | +20.1% |
| YTD | +50.8% | -21.8% | +72.5% | +54.0% |
| 1Y | +70.9% | -30.2% | +101.1% | +75.8% |
| 3Y | +78.0% | -20.1% | +98.1% | +73.1% |
| 5Y | +113.1% | -70.5% | +183.6% | +145.4% |
| All | +113.1% | -71.2% | +184.2% | +145.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling