+68.8%
BN vs PSKY
-21.8%
+90.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -1.3% |
| 7D | -3.0% | -6.8% | +3.8% | -2.2% |
| 30D | -13.0% | +10.2% | -23.3% | -14.0% |
| 3M | -15.2% | +0.3% | -15.5% | -15.4% |
| 6M | -5.9% | -7.8% | +1.8% | -5.4% |
| YTD | -15.8% | -23.0% | +7.2% | -13.8% |
| 1Y | -12.2% | -31.6% | +19.5% | -9.2% |
| All | +68.8% | -21.8% | +90.7% | +57.5% |
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