+18,307.1%
BKNG vs PSKY
-44.8%
+18,351.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.1% |
| 7D | -10.7% | -6.0% | -4.7% | -9.2% |
| 30D | -18.1% | +10.7% | -28.8% | -20.3% |
| 3M | +8.5% | +1.2% | +7.4% | +8.0% |
| 6M | -0.1% | +1.5% | -1.5% | -1.3% |
| YTD | -18.2% | -21.8% | +3.5% | -14.5% |
| 1Y | -19.9% | -30.2% | +10.3% | -15.1% |
| 3Y | +41.6% | -20.1% | +61.7% | +31.2% |
| 5Y | +93.1% | -70.5% | +163.6% | +126.7% |
| 10Y | +214.8% | -75.2% | +290.0% | +225.8% |
| All | +18,307.1% | -44.8% | +18,351.9% | +15,544.2% |
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