+1,489.4%
BLK vs PSKY
-44.8%
+1,534.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.4% |
| 7D | -5.2% | -6.0% | +0.8% | -3.4% |
| 30D | -7.0% | +10.7% | -17.7% | -10.0% |
| 3M | +5.7% | +1.2% | +4.5% | +4.8% |
| 6M | +11.0% | +1.5% | +9.5% | +9.1% |
| YTD | +0.9% | -21.8% | +22.7% | +5.5% |
| 1Y | -1.6% | -30.2% | +28.6% | +4.4% |
| 3Y | +64.5% | -20.1% | +84.6% | +49.5% |
| 5Y | +30.9% | -70.5% | +101.4% | +55.1% |
| 10Y | +275.1% | -75.2% | +350.4% | +277.8% |
| All | +1,489.4% | -44.8% | +1,534.2% | +925.7% |
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