+733.2%
BHP vs PSKY
-42.6%
+775.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +1.3% | +2.4% | -1.1% | +0.5% |
| 30D | +4.0% | +17.5% | -13.6% | -1.4% |
| 3M | +12.3% | +4.4% | +7.9% | +10.1% |
| 6M | +30.8% | -9.0% | +39.8% | +32.8% |
| YTD | +58.8% | -18.6% | +77.4% | +64.9% |
| 1Y | +76.8% | -27.7% | +104.6% | +86.8% |
| 3Y | +87.5% | -16.9% | +104.3% | +67.5% |
| 5Y | +123.9% | -70.3% | +194.2% | +165.7% |
| 10Y | +504.4% | -74.9% | +579.3% | +506.4% |
| All | +733.2% | -42.6% | +775.7% | +338.1% |
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