+65.9%
BLK vs PSKY
-18.9%
+84.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.5% |
| 7D | -3.3% | -2.4% | -0.9% | -3.1% |
| 30D | -6.5% | +11.6% | -18.1% | -7.3% |
| 3M | +6.7% | +1.5% | +5.2% | +6.5% |
| 6M | +14.7% | +7.7% | +7.0% | +13.8% |
| YTD | +2.5% | -20.1% | +22.6% | +3.7% |
| 1Y | -2.8% | -38.3% | +35.5% | +0.1% |
| 3Y | +65.9% | -17.7% | +83.6% | +59.2% |
| All | +65.9% | -18.9% | +84.8% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling