+37.2%
BMY vs PSKY
-39.6%
+76.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.5% | -1.9% |
| 7D | +1.1% | -24.6% | +25.6% | -1.9% |
| 30D | -5.8% | -36.1% | +30.3% | -10.4% |
| 3M | +27.2% | -54.8% | +82.0% | +20.0% |
| 6M | +27.2% | -54.8% | +82.0% | +20.0% |
| YTD | +27.2% | -54.8% | +82.0% | +20.0% |
| 1Y | +43.8% | -58.4% | +102.2% | +36.3% |
| All | +37.2% | -39.6% | +76.8% | +24.8% |
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