+258.5%
BN vs PSKY
-74.6%
+333.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | 0.0% |
| 7D | -5.2% | -2.4% | -2.8% | -4.7% |
| 30D | -14.5% | +11.6% | -26.1% | -16.6% |
| 3M | -15.0% | +1.5% | -16.5% | -15.6% |
| 6M | -5.4% | +7.7% | -13.1% | -7.7% |
| YTD | -16.4% | -20.1% | +3.7% | -13.9% |
| 1Y | -16.2% | -38.3% | +22.0% | -9.3% |
| 3Y | +67.5% | -17.7% | +85.3% | +57.5% |
| 5Y | +34.1% | -69.9% | +104.0% | +55.6% |
| All | +258.5% | -74.6% | +333.0% | +192.0% |
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