+426.0%
BLDR vs PSKY
-85.2%
+511.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.8% | +6.6% | +3.4% |
| 7D | +3.4% | -24.6% | +28.0% | +12.2% |
| 30D | -9.3% | -36.1% | +26.9% | +4.1% |
| 3M | -48.6% | -54.8% | +6.1% | -34.3% |
| 6M | -48.6% | -54.8% | +6.1% | -34.3% |
| YTD | -48.6% | -54.8% | +6.1% | -34.3% |
| 1Y | -55.6% | -58.4% | +2.8% | -41.8% |
| 3Y | -53.7% | -40.7% | -13.0% | -51.2% |
| 5Y | -4.2% | -80.0% | +75.8% | +39.0% |
| All | +426.0% | -85.2% | +511.1% | +352.2% |
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 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