+365.4%
BLDR vs PSKY
-75.1%
+440.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.6% | -5.5% | -4.4% |
| 7D | -8.1% | -6.0% | -2.1% | -6.5% |
| 30D | -21.5% | +10.7% | -32.1% | -23.9% |
| 3M | -21.0% | +1.2% | -22.1% | -21.5% |
| 6M | -37.1% | +1.5% | -38.5% | -38.1% |
| YTD | -42.7% | -21.8% | -20.9% | -39.9% |
| 1Y | -58.0% | -30.2% | -27.8% | -55.2% |
| 3Y | -57.8% | -20.1% | -37.8% | -60.7% |
| 5Y | +10.3% | -70.5% | +80.8% | +37.0% |
| All | +365.4% | -75.1% | +440.5% | +227.3% |
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 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