+283.7%
BLDR vs PSKY
-42.6%
+326.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.6% |
| 7D | -0.3% | +2.4% | -2.7% | -1.6% |
| 30D | -16.2% | +17.5% | -33.7% | -22.9% |
| 3M | -14.4% | +4.4% | -18.9% | -16.9% |
| 6M | -32.8% | -9.0% | -23.8% | -31.5% |
| YTD | -39.2% | -18.6% | -20.6% | -36.0% |
| 1Y | -57.7% | -27.7% | -30.0% | -54.4% |
| 3Y | -55.3% | -16.9% | -38.4% | -62.9% |
| 5Y | +15.6% | -70.3% | +85.9% | +48.0% |
| 10Y | +359.8% | -74.9% | +434.8% | +361.7% |
| All | +283.7% | -42.6% | +326.3% | +70.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling