+25.8%
BIL vs PSKY
-85.2%
+110.9%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.9% | 0.0% |
| 7D | +0.1% | -24.6% | +24.6% | 0.0% |
| 30D | +0.4% | -36.1% | +36.5% | +0.3% |
| 3M | +1.6% | -36.0% | +37.6% | +1.6% |
| 6M | +1.8% | -40.5% | +42.4% | +1.8% |
| YTD | +2.9% | -47.7% | +50.6% | +2.8% |
| 1Y | +3.7% | -58.4% | +62.1% | +3.7% |
| 3Y | +14.0% | -40.7% | +54.6% | +13.9% |
| 5Y | +19.9% | -80.0% | +99.9% | +19.9% |
| All | +25.8% | -85.2% | +110.9% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling